-16.4%
GFS vs TCOM
+56.2%
-72.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +6.0% |
| 7D | -7.8% | +12.1% | -19.9% | -9.4% |
| 30D | -19.7% | +16.5% | -36.1% | -21.5% |
| 3M | -23.1% | -4.0% | -19.1% | -22.8% |
| 6M | -46.4% | -18.5% | -27.9% | -44.9% |
| YTD | +11.0% | -38.3% | +49.3% | +18.7% |
| 1Y | +12.6% | -36.6% | +49.3% | +19.8% |
| 3Y | -24.9% | +31.1% | -56.1% | -30.2% |
| 5Y | -39.1% | +47.6% | -86.7% | -49.4% |
| All | -16.4% | +56.2% | -72.6% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling