+401.3%
GH vs TCOM
+9.5%
+391.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.5% |
| 7D | -0.1% | -9.5% | +9.5% | +2.9% |
| 30D | -1.1% | -10.7% | +9.6% | +2.2% |
| 3M | +21.3% | -14.6% | +35.9% | +26.0% |
| 6M | +73.5% | -19.3% | +92.8% | +83.2% |
| YTD | +58.0% | -42.9% | +101.0% | +83.8% |
| 1Y | +163.1% | -43.8% | +206.8% | +206.1% |
| 3Y | +361.0% | +2.1% | +358.9% | +314.1% |
| 5Y | +22.5% | +31.2% | -8.7% | -8.1% |
| All | +401.3% | +9.5% | +391.8% | +256.5% |
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