+23.4%
REGN vs TCOM
+29.4%
-6.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -5.6% | -4.9% | -0.7% | -5.4% |
| 30D | -2.0% | -14.4% | +12.4% | -1.3% |
| 3M | +28.0% | -17.7% | +45.6% | +28.9% |
| 6M | +1.2% | -25.1% | +26.3% | +2.3% |
| YTD | +1.6% | -45.7% | +47.4% | +3.9% |
| 1Y | +38.2% | -47.9% | +86.1% | +41.5% |
| 3Y | -5.4% | +8.9% | -14.3% | -5.4% |
| All | +23.4% | +29.4% | -6.1% | +19.5% |
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