+417.9%
GE vs TCOM
+25.9%
+392.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.4% |
| 7D | -1.2% | -10.2% | +8.9% | +0.2% |
| 30D | -11.3% | -16.8% | +5.6% | -9.0% |
| 3M | -1.4% | -16.7% | +15.3% | +0.8% |
| 6M | +1.2% | -27.1% | +28.3% | +5.5% |
| YTD | +5.9% | -45.5% | +51.4% | +14.7% |
| 1Y | +18.4% | -45.9% | +64.3% | +28.2% |
| 3Y | +271.0% | +9.8% | +261.2% | +252.7% |
| 5Y | +417.9% | +23.8% | +394.1% | +368.9% |
| All | +417.9% | +25.9% | +392.0% | +368.9% |
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 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