+148.8%
BAX vs TCOM
+2,694.8%
-2,546.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | -1.1% | -9.5% | +8.4% | -0.2% |
| 30D | -5.5% | -10.7% | +5.3% | -4.5% |
| 3M | +33.5% | -14.6% | +48.2% | +35.3% |
| 6M | +35.9% | -19.3% | +55.2% | +38.3% |
| YTD | +35.4% | -42.9% | +78.3% | +42.0% |
| 1Y | +9.8% | -43.8% | +53.5% | +15.3% |
| 3Y | -32.7% | +2.1% | -34.8% | -34.1% |
| 5Y | -65.6% | +31.2% | -96.8% | -68.0% |
| 10Y | -34.9% | -13.9% | -21.0% | -39.1% |
| All | +148.8% | +2,694.8% | -2,546.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling