-27.1%
GPN vs TCOM
+8.0%
-35.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -4.9% | +0.3% | -3.9% |
| 30D | -0.3% | -14.4% | +14.1% | +1.9% |
| 3M | +35.4% | -17.7% | +53.1% | +38.8% |
| 6M | +21.7% | -25.1% | +46.8% | +26.4% |
| YTD | +14.9% | -45.7% | +60.6% | +24.0% |
| 1Y | +3.2% | -47.9% | +51.1% | +11.9% |
| 3Y | -27.1% | +8.9% | -36.1% | -23.8% |
| All | -27.1% | +8.0% | -35.2% | -23.8% |
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