+532.2%
BE vs TCOM
+40.6%
+491.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.2% |
| 7D | +10.8% | -1.8% | +12.6% | +11.3% |
| 30D | -19.8% | +12.1% | -31.9% | -22.9% |
| 3M | -18.7% | -3.2% | -15.5% | -18.7% |
| 6M | -33.7% | -16.6% | -17.1% | -31.2% |
| YTD | +121.0% | -39.4% | +160.4% | +153.3% |
| 1Y | +85.4% | -41.5% | +126.9% | +115.0% |
| 3Y | +1,709.5% | +24.4% | +1,685.1% | +1,472.7% |
| All | +532.2% | +40.6% | +491.6% | +371.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling