+43.1%
GFS vs TCOM
-45.6%
+88.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.9% |
| 7D | +4.5% | -10.2% | +14.7% | +4.5% |
| 30D | -8.2% | -16.8% | +8.6% | -8.1% |
| 3M | -38.9% | -16.7% | -22.2% | -38.4% |
| 6M | -2.9% | -27.1% | +24.2% | -0.3% |
| YTD | +31.8% | -45.5% | +77.3% | +36.0% |
| 1Y | +43.1% | -45.9% | +89.0% | +46.9% |
| All | +43.1% | -45.6% | +88.7% | +46.9% |
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