+6,010.5%
REGN vs TCOM
+2,557.8%
+3,452.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | -4.9% | -0.7% | -4.7% |
| 30D | -2.0% | -14.4% | +12.4% | +0.8% |
| 3M | +28.0% | -17.7% | +45.6% | +32.2% |
| 6M | +1.2% | -25.1% | +26.3% | +6.2% |
| YTD | +1.6% | -45.7% | +47.4% | +12.5% |
| 1Y | +38.2% | -47.9% | +86.1% | +54.0% |
| 3Y | -5.4% | +8.9% | -14.3% | -11.5% |
| 5Y | +21.3% | +26.9% | -5.6% | +1.9% |
| 10Y | +105.2% | -11.2% | +116.4% | +72.1% |
| All | +6,010.5% | +2,557.8% | +3,452.7% | +2,001.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling