+236.6%
SAP vs TCOM
+5.9%
+230.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.6% | -1.8% | +2.4% | +0.9% |
| 30D | +6.5% | +12.1% | -5.6% | +4.3% |
| 3M | +12.2% | -3.2% | +15.4% | +12.7% |
| 6M | +46.1% | -16.6% | +62.7% | +50.3% |
| YTD | -1.6% | -39.4% | +37.8% | +6.8% |
| 1Y | -5.1% | -41.5% | +36.4% | +3.6% |
| 3Y | +68.4% | +24.4% | +44.0% | +54.9% |
| 5Y | +79.4% | +41.6% | +37.8% | +53.1% |
| All | +236.6% | +5.9% | +230.7% | +177.2% |
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