-54.8%
GTLB vs TCOM
+21.0%
-75.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -5.7% | -4.9% | -0.8% | -4.0% |
| 30D | +15.1% | -14.4% | +29.5% | +21.5% |
| 3M | +65.5% | -17.7% | +83.1% | +76.1% |
| 6M | +102.9% | -25.1% | +128.0% | +122.5% |
| YTD | +25.2% | -45.7% | +70.9% | +52.7% |
| 1Y | -5.5% | -47.9% | +42.3% | +16.8% |
| 3Y | -10.9% | +8.9% | -19.8% | -24.7% |
| All | -54.8% | +21.0% | -75.8% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling