+97.5%
REGN vs TCOM
-9.8%
+107.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | -4.9% | -0.7% | -5.2% |
| 30D | -2.0% | -14.4% | +12.4% | -0.7% |
| 3M | +28.0% | -17.7% | +45.6% | +29.8% |
| 6M | +1.2% | -25.1% | +26.3% | +3.4% |
| YTD | +1.6% | -45.7% | +47.4% | +6.4% |
| 1Y | +38.2% | -47.9% | +86.1% | +45.1% |
| 3Y | -5.4% | +8.9% | -14.3% | -7.8% |
| 5Y | +21.3% | +26.9% | -5.6% | +13.5% |
| All | +97.5% | -9.8% | +107.3% | +89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling