-2.7%
GFS vs TCOM
+42.5%
-45.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | +2.6% | -7.6% | +10.3% | +3.8% |
| 30D | -16.4% | -12.2% | -4.2% | -14.8% |
| 3M | -41.6% | -14.2% | -27.4% | -40.5% |
| 6M | -3.7% | -25.0% | +21.3% | +0.3% |
| YTD | +29.3% | -43.7% | +73.0% | +40.4% |
| 1Y | +37.1% | -44.5% | +81.7% | +49.2% |
| 3Y | -22.1% | +13.4% | -35.6% | -25.9% |
| All | -2.7% | +42.5% | -45.2% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling