+388.8%
GH vs TCOM
+4.1%
+384.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | -2.5% | -4.9% | +2.4% | -1.1% |
| 30D | -4.7% | -14.4% | +9.7% | -0.3% |
| 3M | +20.2% | -17.7% | +37.9% | +26.2% |
| 6M | +78.8% | -25.1% | +103.9% | +93.1% |
| YTD | +54.1% | -45.7% | +99.8% | +81.9% |
| 1Y | +177.1% | -47.9% | +224.9% | +229.8% |
| 3Y | +371.6% | +8.9% | +362.7% | +313.6% |
| 5Y | +21.9% | +26.9% | -4.9% | -7.6% |
| All | +388.8% | +4.1% | +384.6% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling