+421.3%
GEN vs TCOM
+2,843.2%
-2,421.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | -3.0% | -1.4% | -1.6% | -2.8% |
| 30D | +24.7% | +11.5% | +13.2% | +22.9% |
| 3M | +4.1% | -5.2% | +9.3% | +4.8% |
| 6M | +36.0% | -16.9% | +52.9% | +39.0% |
| YTD | +10.9% | -39.9% | +50.8% | +17.8% |
| 1Y | +12.2% | -42.1% | +54.2% | +19.7% |
| 3Y | +63.3% | +28.0% | +35.3% | +53.3% |
| 5Y | +29.0% | +40.4% | -11.3% | +14.2% |
| 10Y | +147.5% | +5.6% | +141.8% | +117.5% |
| All | +421.3% | +2,843.2% | -2,421.9% | +152.9% |
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