+438.2%
GEN vs TCOM
+2,694.8%
-2,256.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.2% | -9.5% | +8.3% | +0.1% |
| 30D | +10.1% | -10.7% | +20.9% | +11.7% |
| 3M | +16.1% | -14.6% | +30.7% | +18.2% |
| 6M | +38.9% | -19.3% | +58.2% | +42.4% |
| YTD | +14.4% | -42.9% | +57.4% | +22.4% |
| 1Y | +5.9% | -43.8% | +49.7% | +13.4% |
| 3Y | +58.8% | +2.1% | +56.7% | +53.5% |
| 5Y | +24.7% | +31.2% | -6.6% | +11.2% |
| 10Y | +163.1% | -13.9% | +177.0% | +138.0% |
| All | +438.2% | +2,694.8% | -2,256.6% | +162.9% |
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