-98.5%
BIYA vs TCOM
-41.4%
-57.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +9.0% | -1.8% | +10.8% | +9.0% |
| 30D | -12.9% | +12.1% | -25.0% | -13.3% |
| 3M | -54.7% | -3.2% | -51.5% | -54.3% |
| 6M | -85.1% | -16.6% | -68.4% | -84.5% |
| YTD | -96.9% | -39.4% | -57.5% | -96.0% |
| 1Y | -98.5% | -41.5% | -57.0% | -98.1% |
| All | -98.5% | -41.4% | -57.1% | -98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling