+2,047.2%
GNRC vs TCOM
+135.6%
+1,911.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -0.7% | -6.5% | +5.8% | +0.6% |
| 30D | -15.8% | -16.2% | +0.4% | -12.9% |
| 3M | -24.0% | -19.3% | -4.7% | -21.2% |
| 6M | -13.8% | -27.2% | +13.4% | -8.8% |
| YTD | +33.2% | -46.2% | +79.4% | +48.8% |
| 1Y | -1.8% | -46.6% | +44.8% | +9.9% |
| 3Y | +57.7% | +8.4% | +49.3% | +48.1% |
| 5Y | -59.7% | +25.8% | -85.6% | -65.0% |
| 10Y | +430.7% | -11.9% | +442.6% | +363.3% |
| All | +2,047.2% | +135.6% | +1,911.6% | +1,421.3% |
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