+147.9%
BAX vs TCOM
+2,843.2%
-2,695.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | +0.4% | -1.4% | +1.7% | +0.5% |
| 30D | +3.4% | +11.5% | -8.1% | +2.3% |
| 3M | -4.5% | -5.2% | +0.7% | -4.0% |
| 6M | +44.0% | -16.9% | +60.9% | +46.2% |
| YTD | +34.9% | -39.9% | +74.8% | +40.8% |
| 1Y | +37.9% | -42.1% | +80.0% | +44.5% |
| 3Y | -17.1% | +28.0% | -45.1% | -20.4% |
| 5Y | -64.3% | +40.4% | -104.6% | -67.0% |
| 10Y | -35.9% | +5.6% | -41.5% | -41.1% |
| All | +147.9% | +2,843.2% | -2,695.3% | +67.4% |
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