+49.0%
REGN vs TCOM
-39.6%
+88.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.2% | -7.6% | -4.8% |
| 7D | +14.4% | +10.7% | +3.8% | +13.0% |
| 30D | +28.1% | +10.1% | +18.1% | +26.5% |
| 3M | +22.5% | -8.9% | +31.4% | +22.9% |
| 6M | +31.6% | -19.2% | +50.7% | +32.6% |
| YTD | +21.0% | -40.6% | +61.7% | +23.5% |
| 1Y | +49.0% | -39.0% | +88.0% | +52.9% |
| All | +49.0% | -39.6% | +88.6% | +52.9% |
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