+84.7%
META vs TCOM
+40.9%
+43.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +3.1% | -1.4% | +4.4% | +3.3% |
| 30D | -18.2% | +11.5% | -29.7% | -20.1% |
| 3M | +7.8% | -5.2% | +13.0% | +8.7% |
| 6M | +3.6% | -16.9% | +20.5% | +7.0% |
| YTD | -5.3% | -39.9% | +34.6% | +4.2% |
| 1Y | +2.7% | -42.1% | +44.8% | +13.8% |
| 3Y | +91.5% | +28.0% | +63.5% | +71.8% |
| 5Y | +84.7% | +40.4% | +44.3% | +46.1% |
| All | +84.7% | +40.9% | +43.8% | +46.1% |
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