-10.6%
GAP vs TCOM
-41.4%
+30.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.6% |
| 30D | -7.1% | +12.1% | -19.1% | -8.8% |
| 3M | +4.1% | -3.2% | +7.3% | +4.5% |
| 6M | +1.9% | -16.6% | +18.6% | +3.9% |
| YTD | -15.2% | -39.4% | +24.2% | -8.3% |
| 1Y | -10.6% | -41.5% | +30.9% | -1.6% |
| All | -10.6% | -41.4% | +30.8% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling