+45.0%
BBY vs TCOM
+8.0%
+37.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +0.6% | -4.9% | +5.5% | +1.2% |
| 30D | +9.4% | -14.4% | +23.8% | +11.3% |
| 3M | +19.3% | -17.7% | +37.0% | +21.7% |
| 6M | +47.9% | -25.1% | +73.0% | +52.5% |
| YTD | +39.6% | -45.7% | +85.3% | +48.8% |
| 1Y | +22.2% | -47.9% | +70.0% | +30.8% |
| 3Y | +45.0% | +8.9% | +36.0% | +42.7% |
| All | +45.0% | +8.0% | +37.0% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling