+34.5%
BBY vs TCOM
-39.6%
+74.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.2% | +4.8% | +7.6% |
| 7D | +4.5% | +10.7% | -6.1% | +3.4% |
| 30D | +16.0% | +10.1% | +5.9% | +14.8% |
| 3M | +18.6% | -8.9% | +27.5% | +19.5% |
| 6M | +80.1% | -19.2% | +99.2% | +83.4% |
| YTD | +57.4% | -40.6% | +98.1% | +61.7% |
| 1Y | +34.5% | -39.0% | +73.5% | +38.3% |
| All | +34.5% | -39.6% | +74.1% | +38.3% |
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 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