+229.3%
SAP vs TCOM
+7.7%
+221.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.3% |
| 7D | -2.5% | +2.2% | -4.6% | -2.9% |
| 30D | +7.5% | +12.5% | -5.1% | +5.1% |
| 3M | +11.6% | -5.6% | +17.3% | +12.6% |
| 6M | +37.6% | -16.5% | +54.1% | +41.6% |
| YTD | -2.0% | -39.4% | +37.4% | +6.4% |
| 1Y | -6.4% | -41.0% | +34.6% | +2.1% |
| 3Y | +67.7% | +29.2% | +38.5% | +53.1% |
| 5Y | +75.7% | +41.6% | +34.1% | +49.9% |
| 10Y | +229.3% | +6.6% | +222.7% | +170.9% |
| All | +229.3% | +7.7% | +221.7% | +170.9% |
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 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