-25.2%
GIS vs TCOM
+21.5%
-46.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.1% |
| 7D | -8.4% | -6.5% | -1.9% | -8.5% |
| 30D | -5.2% | -16.2% | +11.0% | -5.5% |
| 3M | +8.2% | -19.3% | +27.5% | +7.7% |
| 6M | -12.0% | -27.2% | +15.2% | -12.6% |
| YTD | -18.9% | -46.2% | +27.3% | -20.0% |
| 1Y | -23.6% | -46.6% | +23.0% | -24.7% |
| 3Y | -37.6% | +8.4% | -46.0% | -37.0% |
| 5Y | -25.2% | +25.8% | -51.0% | -22.8% |
| All | -25.2% | +21.5% | -46.7% | -22.8% |
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