-54.5%
GTLB vs TCOM
+20.0%
-74.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.5% |
| 7D | -4.1% | -6.5% | +2.4% | -1.8% |
| 30D | +12.3% | -16.2% | +28.6% | +19.4% |
| 3M | +65.9% | -19.3% | +85.2% | +77.9% |
| 6M | +104.0% | -27.2% | +131.2% | +126.0% |
| YTD | +26.0% | -46.2% | +72.2% | +54.2% |
| 1Y | -3.5% | -46.6% | +43.1% | +18.3% |
| 3Y | -9.6% | +8.4% | -18.0% | -23.5% |
| All | -54.5% | +20.0% | -74.5% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling