-29.6%
BR vs TCOM
-42.5%
+12.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -5.3% | -9.5% | +4.2% | -4.0% |
| 30D | +6.4% | -10.7% | +17.2% | +8.0% |
| 3M | +13.6% | -14.6% | +28.3% | +15.2% |
| 6M | -6.7% | -19.3% | +12.6% | -5.1% |
| YTD | -21.1% | -42.9% | +21.8% | -19.2% |
| 1Y | -29.6% | -43.8% | +14.2% | -28.1% |
| All | -29.6% | -42.5% | +12.9% | -28.1% |
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