-46.4%
GFS vs TCOM
-16.0%
-30.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.8% |
| 7D | -7.8% | +12.1% | -19.9% | -3.2% |
| 30D | -19.7% | +16.5% | -36.1% | -14.2% |
| 3M | -23.1% | -4.0% | -19.1% | -23.0% |
| 6M | -46.4% | -18.5% | -27.9% | -47.0% |
| All | -46.4% | -16.0% | -30.4% | -47.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling