-5.6%
BR vs TCOM
+7.1%
-12.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.2% |
| 7D | -6.0% | -6.5% | +0.6% | -5.4% |
| 30D | -0.9% | -16.2% | +15.4% | +0.6% |
| 3M | +16.4% | -19.3% | +35.7% | +18.3% |
| 6M | -8.2% | -27.2% | +19.0% | -6.1% |
| YTD | -23.2% | -46.2% | +23.0% | -20.1% |
| 1Y | -30.9% | -46.6% | +15.7% | -28.1% |
| All | -5.6% | +7.1% | -12.8% | -4.9% |
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