+23.2%
GH vs TCOM
+21.5%
+1.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.9% |
| 7D | -1.2% | -6.5% | +5.3% | +0.7% |
| 30D | -3.7% | -16.2% | +12.6% | +1.5% |
| 3M | +21.7% | -19.3% | +41.0% | +28.6% |
| 6M | +75.7% | -27.2% | +103.0% | +91.8% |
| YTD | +55.7% | -46.2% | +101.9% | +84.8% |
| 1Y | +181.1% | -46.6% | +227.7% | +233.0% |
| 3Y | +371.6% | +8.4% | +363.2% | +301.7% |
| 5Y | +23.2% | +25.8% | -2.6% | -19.0% |
| All | +23.2% | +21.5% | +1.7% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling