+13,503.3%
GOOGL vs TCOM
+2,000.7%
+11,502.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +1.1% | -7.6% | +8.7% | +2.4% |
| 30D | -4.4% | -12.2% | +7.8% | -2.3% |
| 3M | -6.8% | -14.2% | +7.4% | -4.6% |
| 6M | +13.6% | -25.0% | +38.6% | +19.0% |
| YTD | +8.3% | -43.7% | +52.0% | +18.7% |
| 1Y | +44.9% | -44.5% | +89.5% | +59.1% |
| 3Y | +150.5% | +13.4% | +137.0% | +135.5% |
| 5Y | +137.7% | +26.5% | +111.3% | +107.5% |
| 10Y | +750.9% | -10.3% | +761.2% | +650.2% |
| All | +13,503.3% | +2,000.7% | +11,502.6% | +7,105.2% |
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