-99.8%
BIYA vs TCOM
-35.9%
-63.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +2.7% | -7.6% | +10.3% | +4.4% |
| 30D | -18.7% | -12.2% | -6.5% | -16.4% |
| 3M | -72.0% | -14.2% | -57.8% | -71.1% |
| 6M | -86.4% | -25.0% | -61.4% | -85.4% |
| YTD | -94.2% | -43.7% | -50.5% | -92.7% |
| 1Y | -98.4% | -44.5% | -53.9% | -98.0% |
| All | -99.8% | -35.9% | -63.9% | -99.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling