+62.8%
META vs TCOM
+30.8%
+32.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +6.7% | -9.5% | +16.2% | +8.9% |
| 30D | +4.8% | -10.7% | +15.5% | +7.2% |
| 3M | -1.6% | -14.6% | +13.0% | +1.3% |
| 6M | -7.5% | -19.3% | +11.9% | -3.7% |
| YTD | -6.4% | -42.9% | +36.5% | +4.3% |
| 1Y | -17.3% | -43.8% | +26.4% | -7.7% |
| 3Y | +109.9% | +2.1% | +107.8% | +98.6% |
| All | +62.8% | +30.8% | +32.0% | +31.1% |
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 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