-99.8%
BIYA vs TCOM
-38.8%
-61.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.2% |
| 7D | -1.3% | -6.5% | +5.2% | +0.1% |
| 30D | -15.9% | -16.2% | +0.3% | -12.7% |
| 3M | -81.2% | -19.3% | -61.9% | -80.3% |
| 6M | -88.2% | -27.2% | -61.0% | -87.3% |
| YTD | -94.1% | -46.2% | -48.0% | -92.6% |
| 1Y | -98.7% | -46.6% | -52.0% | -98.3% |
| All | -99.8% | -38.8% | -61.0% | -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 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