+426.2%
BTSG vs TCOM
+4.7%
+421.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.3% | -5.4% | -6.5% |
| 7D | -5.8% | -6.5% | +0.7% | -5.2% |
| 30D | 0.0% | -16.2% | +16.2% | +1.6% |
| 3M | -4.5% | -19.3% | +14.9% | -2.7% |
| 6M | +40.0% | -27.2% | +67.2% | +44.4% |
| YTD | +54.6% | -46.2% | +100.7% | +64.4% |
| 1Y | +106.1% | -46.6% | +152.7% | +119.3% |
| All | +426.2% | +4.7% | +421.5% | +476.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling