+72.8%
HCA vs TCOM
+29.4%
+43.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | +5.4% | -4.9% | +10.3% | +5.7% |
| 30D | +3.0% | -14.4% | +17.4% | +3.8% |
| 3M | +13.0% | -17.7% | +30.7% | +14.1% |
| 6M | -20.3% | -25.1% | +4.8% | -19.1% |
| YTD | -8.2% | -45.7% | +37.5% | -5.3% |
| 1Y | +6.7% | -47.9% | +54.6% | +10.3% |
| 3Y | +60.4% | +8.9% | +51.4% | +56.2% |
| All | +72.8% | +29.4% | +43.4% | +69.6% |
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 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