+244.8%
GIS vs TCOM
+2,658.7%
-2,413.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | -8.3% | -7.6% | -0.7% | -8.0% |
| 30D | +2.2% | -12.2% | +14.4% | +2.6% |
| 3M | +15.7% | -14.2% | +29.9% | +16.2% |
| 6M | -12.0% | -25.0% | +13.0% | -11.2% |
| YTD | -15.0% | -43.7% | +28.7% | -13.5% |
| 1Y | -20.1% | -44.5% | +24.4% | -18.8% |
| 3Y | -34.6% | +13.4% | -48.0% | -35.6% |
| 5Y | -22.8% | +26.5% | -49.3% | -25.3% |
| 10Y | -18.5% | -10.3% | -8.2% | -21.2% |
| All | +244.8% | +2,658.7% | -2,413.9% | +174.8% |
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 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