+0.9%
BB vs TCOM
-9.8%
+10.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -0.4% | -4.9% | +4.5% | +1.0% |
| 30D | -12.5% | -14.4% | +1.8% | -8.9% |
| 3M | -17.4% | -17.7% | +0.2% | -14.1% |
| 6M | +119.1% | -25.1% | +144.2% | +134.3% |
| YTD | +102.4% | -45.7% | +148.1% | +136.0% |
| 1Y | +98.2% | -47.9% | +146.0% | +133.6% |
| 3Y | +46.9% | +8.9% | +38.0% | +31.0% |
| 5Y | -26.4% | +26.9% | -53.2% | -42.2% |
| All | +0.9% | -9.8% | +10.7% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling