+273.3%
GE vs TCOM
+12.1%
+261.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.2% | -7.6% | +8.8% | +2.1% |
| 30D | -9.5% | -12.2% | +2.7% | -8.2% |
| 3M | +4.1% | -14.2% | +18.3% | +5.7% |
| 6M | +3.9% | -25.0% | +28.9% | +7.5% |
| YTD | +9.0% | -43.7% | +52.7% | +16.5% |
| 1Y | +21.9% | -44.5% | +66.5% | +30.5% |
| All | +273.3% | +12.1% | +261.2% | +256.5% |
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