+1,683.3%
BE vs TCOM
+8.5%
+1,674.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.0% |
| 7D | +23.9% | -10.2% | +34.1% | +27.1% |
| 30D | +27.8% | -16.8% | +44.7% | +33.7% |
| 3M | +3.7% | -16.7% | +20.4% | +7.7% |
| 6M | +78.0% | -27.1% | +105.0% | +92.7% |
| YTD | +209.9% | -45.5% | +255.4% | +266.6% |
| 1Y | +389.6% | -45.9% | +435.5% | +481.8% |
| All | +1,683.3% | +8.5% | +1,674.8% | +1,612.8% |
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