+140.1%
GOOGL vs TCOM
+29.4%
+110.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | 0.0% | -4.9% | +4.9% | +0.7% |
| 30D | -1.4% | -14.4% | +13.0% | +0.8% |
| 3M | -5.3% | -17.7% | +12.3% | -2.9% |
| 6M | +9.8% | -25.1% | +34.9% | +14.2% |
| YTD | +8.4% | -45.7% | +54.1% | +17.4% |
| 1Y | +41.2% | -47.9% | +89.0% | +53.7% |
| 3Y | +149.6% | +8.9% | +140.6% | +139.2% |
| All | +140.1% | +29.4% | +110.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling