+372.0%
SAN vs TCOM
+2,694.8%
-2,322.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.8% | -9.5% | +11.3% | +4.4% |
| 30D | +2.0% | -10.7% | +12.7% | +4.9% |
| 3M | +19.7% | -14.6% | +34.4% | +23.8% |
| 6M | +30.6% | -19.3% | +50.0% | +37.1% |
| YTD | +28.8% | -42.9% | +71.8% | +47.0% |
| 1Y | +57.8% | -43.8% | +101.6% | +80.4% |
| 3Y | +338.1% | +2.1% | +336.0% | +308.5% |
| 5Y | +384.2% | +31.2% | +353.0% | +290.1% |
| 10Y | +353.1% | -13.9% | +367.1% | +283.5% |
| All | +372.0% | +2,694.8% | -2,322.8% | +78.7% |
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