+668.0%
BE vs TCOM
+2.0%
+665.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.2% |
| 7D | +10.8% | -1.8% | +12.6% | +11.5% |
| 30D | -19.8% | +12.1% | -31.9% | -23.8% |
| 3M | -18.7% | -3.2% | -15.5% | -18.9% |
| 6M | -33.7% | -16.6% | -17.1% | -30.9% |
| YTD | +121.0% | -39.4% | +160.4% | +159.8% |
| 1Y | +85.4% | -41.5% | +126.9% | +121.0% |
| 3Y | +1,709.5% | +24.4% | +1,685.1% | +1,391.4% |
| 5Y | +462.2% | +41.6% | +420.6% | +293.7% |
| All | +668.0% | +2.0% | +665.9% | +477.5% |
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 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