-17.3%
META vs TCOM
-42.5%
+25.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -9.5% | +16.2% | +9.0% |
| 30D | +4.8% | -10.7% | +15.5% | +7.2% |
| 3M | -1.6% | -14.6% | +13.0% | +1.1% |
| 6M | -7.5% | -19.3% | +11.9% | -3.9% |
| YTD | -6.4% | -42.9% | +36.5% | +3.2% |
| 1Y | -17.3% | -43.8% | +26.4% | -8.6% |
| All | -17.3% | -42.5% | +25.1% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling