-99.8%
BIYA vs TCOM
-35.1%
-64.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.5% |
| 7D | +1.3% | -9.5% | +10.9% | +3.6% |
| 30D | -21.0% | -10.7% | -10.3% | -19.1% |
| 3M | -74.3% | -14.6% | -59.7% | -73.4% |
| 6M | -84.6% | -19.3% | -65.3% | -84.0% |
| YTD | -94.2% | -42.9% | -51.2% | -92.7% |
| 1Y | -98.2% | -43.8% | -54.4% | -97.8% |
| All | -99.8% | -35.1% | -64.7% | -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 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