+66.9%
BROS vs TCOM
+8.5%
+58.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.4% |
| 7D | -6.6% | -10.2% | +3.6% | -4.6% |
| 30D | -12.3% | -16.8% | +4.5% | -9.1% |
| 3M | -22.2% | -16.7% | -5.5% | -19.7% |
| 6M | -14.3% | -27.1% | +12.8% | -9.0% |
| YTD | -26.6% | -45.5% | +18.9% | -18.2% |
| 1Y | -31.5% | -45.9% | +14.4% | -23.6% |
| All | +66.9% | +8.5% | +58.4% | +71.8% |
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