+310.6%
BE vs TCOM
-46.8%
+357.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.8% | -3.8% |
| 7D | +9.7% | -6.5% | +16.3% | +11.0% |
| 30D | +22.4% | -16.2% | +38.6% | +26.3% |
| 3M | +10.4% | -19.3% | +29.7% | +16.7% |
| 6M | +67.9% | -27.2% | +95.1% | +86.9% |
| YTD | +197.5% | -46.2% | +243.7% | +279.3% |
| 1Y | +310.6% | -46.6% | +357.2% | +427.4% |
| All | +310.6% | -46.8% | +357.4% | +427.4% |
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