+1,141.2%
BR vs TCOM
+385.3%
+755.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.3% |
| 7D | -5.9% | -7.6% | +1.7% | -4.9% |
| 30D | +1.9% | -12.2% | +14.1% | +3.9% |
| 3M | +14.7% | -14.2% | +28.9% | +17.1% |
| 6M | -12.8% | -25.0% | +12.2% | -9.2% |
| YTD | -23.0% | -43.7% | +20.6% | -16.8% |
| 1Y | -31.7% | -44.5% | +12.9% | -26.1% |
| 3Y | -4.8% | +13.4% | -18.2% | -10.1% |
| 5Y | +7.8% | +26.5% | -18.6% | -5.1% |
| 10Y | +184.1% | -10.3% | +194.3% | +150.2% |
| All | +1,141.2% | +385.3% | +755.9% | +529.6% |
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