+56.7%
BDX vs TCOM
-9.8%
+66.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -3.2% | -4.9% | +1.7% | -2.8% |
| 30D | -2.5% | -14.4% | +11.8% | -1.5% |
| 3M | +21.4% | -17.7% | +39.1% | +22.9% |
| 6M | +10.4% | -25.1% | +35.5% | +12.4% |
| YTD | +18.8% | -45.7% | +64.6% | +23.5% |
| 1Y | +21.7% | -47.9% | +69.5% | +26.7% |
| 3Y | -10.0% | +8.9% | -18.9% | -12.1% |
| 5Y | -1.8% | +26.9% | -28.7% | -7.0% |
| All | +56.7% | -9.8% | +66.5% | +44.3% |
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