+11,791.0%
GOOGL vs TCOM
+2,160.5%
+9,630.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.1% |
| 7D | +3.9% | -1.8% | +5.6% | +4.2% |
| 30D | -14.9% | +12.1% | -27.0% | -16.7% |
| 3M | -14.6% | -3.2% | -11.4% | -14.2% |
| 6M | -26.4% | -16.6% | -9.8% | -24.5% |
| YTD | -5.3% | -39.4% | +34.1% | +2.3% |
| 1Y | +6.5% | -41.5% | +48.0% | +15.7% |
| 3Y | +126.0% | +24.4% | +101.7% | +109.0% |
| 5Y | +100.8% | +41.6% | +59.2% | +72.0% |
| 10Y | +673.8% | +6.5% | +667.2% | +561.7% |
| All | +11,791.0% | +2,160.5% | +9,630.5% | +6,110.2% |
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