+27.2%
GFS vs TCOM
-41.4%
+68.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -2.6% |
| 7D | +7.4% | -1.8% | +9.2% | +7.2% |
| 30D | -15.3% | +12.1% | -27.4% | -14.2% |
| 3M | -21.1% | -3.2% | -17.9% | -20.5% |
| 6M | -44.5% | -16.6% | -27.8% | -42.7% |
| YTD | +19.2% | -39.4% | +58.6% | +20.9% |
| 1Y | +27.2% | -41.5% | +68.8% | +30.3% |
| All | +27.2% | -41.4% | +68.6% | +30.3% |
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