+725.7%
GPN vs TCOM
+2,536.0%
-1,810.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.0% |
| 7D | -3.5% | -6.5% | +3.0% | -2.4% |
| 30D | +3.1% | -16.2% | +19.4% | +6.3% |
| 3M | +42.3% | -19.3% | +61.6% | +47.3% |
| 6M | +20.9% | -27.2% | +48.1% | +27.4% |
| YTD | +15.2% | -46.2% | +61.4% | +27.4% |
| 1Y | +5.4% | -46.6% | +52.1% | +16.7% |
| 3Y | -27.4% | +8.4% | -35.8% | -31.2% |
| 5Y | -44.2% | +25.8% | -70.0% | -51.1% |
| 10Y | +27.4% | -11.9% | +39.3% | +13.6% |
| All | +725.7% | +2,536.0% | -1,810.3% | +347.6% |
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