+99.5%
BB vs TCOM
-46.8%
+146.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.9% |
| 7D | -2.1% | -6.5% | +4.4% | -2.9% |
| 30D | -16.0% | -16.2% | +0.2% | -17.7% |
| 3M | -14.5% | -19.3% | +4.8% | -15.0% |
| 6M | +118.6% | -27.2% | +145.8% | +122.2% |
| YTD | +98.9% | -46.2% | +145.1% | +113.3% |
| 1Y | +99.5% | -46.6% | +146.1% | +113.5% |
| All | +99.5% | -46.8% | +146.3% | +113.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling