+68.8%
BN vs TCOM
+8.5%
+60.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.3% |
| 7D | -3.0% | -10.2% | +7.2% | -1.1% |
| 30D | -13.0% | -16.8% | +3.8% | -10.1% |
| 3M | -15.2% | -16.7% | +1.5% | -12.7% |
| 6M | -5.9% | -27.1% | +21.2% | -0.6% |
| YTD | -15.8% | -45.5% | +29.7% | -6.4% |
| 1Y | -12.2% | -45.9% | +33.7% | -2.3% |
| All | +68.8% | +8.5% | +60.4% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling