+23.6%
SAN vs TCOM
-39.6%
+63.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.2% | +3.3% | +5.9% |
| 7D | +4.5% | +10.7% | -6.2% | +2.9% |
| 30D | -12.1% | +10.1% | -22.1% | -13.3% |
| 3M | -15.6% | -8.9% | -6.7% | -14.4% |
| 6M | +5.8% | -19.2% | +25.0% | +10.7% |
| YTD | +5.5% | -40.6% | +46.1% | +12.8% |
| 1Y | +23.6% | -39.0% | +62.6% | +30.3% |
| All | +23.6% | -39.6% | +63.2% | +30.3% |
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