-99.8%
BIYA vs TCOM
-38.3%
-61.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.4% |
| 7D | -1.8% | -4.9% | +3.1% | -0.7% |
| 30D | -17.5% | -14.4% | -3.1% | -14.7% |
| 3M | -78.0% | -17.7% | -60.4% | -77.1% |
| 6M | -89.5% | -25.1% | -64.4% | -88.8% |
| YTD | -94.3% | -45.7% | -48.5% | -92.7% |
| 1Y | -98.6% | -47.9% | -50.7% | -98.2% |
| All | -99.8% | -38.3% | -61.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling