+20.0%
GE vs TCOM
-42.5%
+62.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.6% | -9.5% | +7.9% | -0.4% |
| 30D | -11.6% | -10.7% | -0.8% | -10.4% |
| 3M | +3.0% | -14.6% | +17.6% | +5.3% |
| 6M | -0.5% | -19.3% | +18.8% | +3.1% |
| YTD | +9.7% | -42.9% | +52.7% | +20.3% |
| 1Y | +20.0% | -43.8% | +63.8% | +32.0% |
| All | +20.0% | -42.5% | +62.5% | +32.0% |
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