+25.2%
BMY vs TCOM
+23.1%
+2.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -4.8% | -10.2% | +5.4% | -4.6% |
| 30D | -0.7% | -16.8% | +16.2% | -0.3% |
| 3M | +15.3% | -16.7% | +32.0% | +15.7% |
| 6M | +8.5% | -27.1% | +35.6% | +9.2% |
| YTD | +23.4% | -45.5% | +68.9% | +24.9% |
| 1Y | +42.9% | -45.9% | +88.8% | +44.6% |
| 3Y | +22.0% | +9.8% | +12.2% | +21.8% |
| All | +25.2% | +23.1% | +2.2% | +26.3% |
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