+627.7%
GEV vs TCOM
-10.9%
+638.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.5% |
| 7D | +3.2% | -10.2% | +13.3% | +5.3% |
| 30D | -4.0% | -16.8% | +12.8% | -0.6% |
| 3M | +3.4% | -16.7% | +20.1% | +6.7% |
| 6M | +14.7% | -27.1% | +41.8% | +21.8% |
| YTD | +45.8% | -45.5% | +91.3% | +64.5% |
| 1Y | +57.4% | -45.9% | +103.2% | +77.6% |
| All | +627.7% | -10.9% | +638.6% | +542.0% |
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