+468.7%
BTSG vs TCOM
+9.5%
+459.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.1% |
| 7D | +5.7% | -7.6% | +13.4% | +6.5% |
| 30D | +0.2% | -12.2% | +12.4% | +1.4% |
| 3M | +5.6% | -14.2% | +19.9% | +6.9% |
| 6M | +50.8% | -25.0% | +75.8% | +55.1% |
| YTD | +67.0% | -43.7% | +110.7% | +77.0% |
| 1Y | +145.5% | -44.5% | +190.1% | +160.3% |
| All | +468.7% | +9.5% | +459.2% | +519.9% |
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 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