+911.5%
BE vs TCOM
-3.9%
+915.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.7% |
| 7D | +20.0% | -9.5% | +29.5% | +24.4% |
| 30D | +7.9% | -10.7% | +18.6% | +12.2% |
| 3M | -13.2% | -14.6% | +1.4% | -9.4% |
| 6M | +53.5% | -19.3% | +72.8% | +63.1% |
| YTD | +191.0% | -42.9% | +234.0% | +253.9% |
| 1Y | +360.5% | -43.8% | +404.3% | +464.9% |
| 3Y | +1,568.0% | +2.1% | +1,565.9% | +1,404.8% |
| 5Y | +1,055.2% | +31.2% | +1,024.0% | +739.4% |
| All | +911.5% | -3.9% | +915.4% | +686.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling