+433.8%
GEN vs TCOM
+2,868.4%
-2,434.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | +2.0% | -1.8% | +3.8% | +2.3% |
| 30D | +27.7% | +12.1% | +15.6% | +25.8% |
| 3M | +3.3% | -3.2% | +6.5% | +3.6% |
| 6M | +31.8% | -16.6% | +48.4% | +34.6% |
| YTD | +13.5% | -39.4% | +52.9% | +20.4% |
| 1Y | +16.0% | -41.5% | +57.6% | +23.7% |
| 3Y | +70.6% | +24.4% | +46.2% | +60.8% |
| 5Y | +32.1% | +41.6% | -9.5% | +16.8% |
| 10Y | +153.4% | +6.5% | +146.9% | +122.4% |
| All | +433.8% | +2,868.4% | -2,434.6% | +158.6% |
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