+230.7%
GM vs TCOM
+69.3%
+161.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.9% | -1.7% |
| 7D | -1.1% | -10.2% | +9.1% | +1.2% |
| 30D | -4.6% | -16.8% | +12.3% | -0.8% |
| 3M | +0.2% | -16.7% | +16.9% | +3.8% |
| 6M | +12.6% | -27.1% | +39.7% | +19.9% |
| YTD | +3.7% | -45.5% | +49.2% | +17.0% |
| 1Y | +45.6% | -45.9% | +91.5% | +64.4% |
| 3Y | +162.0% | +9.8% | +152.2% | +142.4% |
| 5Y | +80.5% | +23.8% | +56.7% | +52.5% |
| 10Y | +231.3% | -10.8% | +242.1% | +181.6% |
| All | +230.7% | +69.3% | +161.4% | +127.9% |
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