+632.4%
GEV vs TCOM
-11.3%
+643.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | +1.6% | -4.9% | +6.5% | +2.6% |
| 30D | -7.9% | -14.4% | +6.4% | -5.2% |
| 3M | +5.6% | -17.7% | +23.3% | +9.3% |
| 6M | +13.1% | -25.1% | +38.2% | +19.3% |
| YTD | +46.7% | -45.7% | +92.5% | +65.7% |
| 1Y | +51.3% | -47.9% | +99.2% | +72.3% |
| All | +632.4% | -11.3% | +643.7% | +546.8% |
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