+143.8%
GOOGL vs TCOM
+8.5%
+135.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.8% |
| 7D | -1.9% | -10.2% | +8.3% | -0.4% |
| 30D | -7.5% | -16.8% | +9.4% | -5.0% |
| 3M | -9.2% | -16.7% | +7.5% | -7.0% |
| 6M | +8.1% | -27.1% | +35.1% | +12.8% |
| YTD | +5.8% | -45.5% | +51.3% | +14.3% |
| 1Y | +38.3% | -45.9% | +84.2% | +49.4% |
| All | +143.8% | +8.5% | +135.3% | +140.8% |
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 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