+145.8%
GOOG vs TCOM
+8.0%
+137.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | 0.0% | -4.9% | +4.9% | +0.8% |
| 30D | -2.0% | -14.4% | +12.4% | +0.2% |
| 3M | -5.9% | -17.7% | +11.8% | -3.4% |
| 6M | +8.9% | -25.1% | +34.0% | +13.3% |
| YTD | +7.1% | -45.7% | +52.8% | +15.8% |
| 1Y | +39.7% | -47.9% | +87.5% | +51.8% |
| 3Y | +145.8% | +8.9% | +136.9% | +142.6% |
| All | +145.8% | +8.0% | +137.8% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling