+17.7%
GFS vs TCOM
-39.6%
+57.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.2% | -9.1% | -5.6% |
| 7D | -12.5% | +10.7% | -23.2% | -11.7% |
| 30D | -16.9% | +10.1% | -27.0% | -16.2% |
| 3M | -22.3% | -8.9% | -13.4% | -22.0% |
| 6M | -40.2% | -19.2% | -21.1% | -38.5% |
| YTD | +16.0% | -40.6% | +56.6% | +17.5% |
| 1Y | +17.7% | -39.0% | +56.7% | +18.6% |
| All | +17.7% | -39.6% | +57.3% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling