-54.6%
GTLB vs TCOM
+25.6%
-80.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.9% |
| 7D | +4.6% | -7.6% | +12.2% | +7.5% |
| 30D | +21.0% | -12.2% | +33.2% | +26.5% |
| 3M | +51.7% | -14.2% | +65.9% | +59.1% |
| 6M | +89.3% | -25.0% | +114.3% | +107.6% |
| YTD | +25.6% | -43.7% | +69.3% | +51.2% |
| 1Y | -1.5% | -44.5% | +43.0% | +19.0% |
| 3Y | -9.9% | +13.4% | -23.4% | -24.9% |
| All | -54.6% | +25.6% | -80.2% | -69.1% |
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