-2.4%
GFS vs TCOM
+44.4%
-46.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +1.0% | -9.5% | +10.5% | +2.5% |
| 30D | -8.6% | -10.7% | +2.1% | -7.1% |
| 3M | -46.5% | -14.6% | -31.9% | -45.5% |
| 6M | -4.8% | -19.3% | +14.5% | -2.1% |
| YTD | +29.7% | -42.9% | +72.6% | +40.5% |
| 1Y | +35.8% | -43.8% | +79.6% | +47.5% |
| 3Y | -18.3% | +2.1% | -20.4% | -21.1% |
| All | -2.4% | +44.4% | -46.8% | -17.9% |
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 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