+179.0%
SAP vs TCOM
-12.7%
+191.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -0.3% | -10.2% | +9.9% | +1.7% |
| 30D | +0.3% | -16.8% | +17.1% | +3.7% |
| 3M | +16.9% | -16.7% | +33.6% | +20.5% |
| 6M | +6.3% | -27.1% | +33.4% | +12.3% |
| YTD | -12.4% | -45.5% | +33.1% | -2.9% |
| 1Y | -21.6% | -45.9% | +24.2% | -13.1% |
| 3Y | +54.8% | +9.8% | +45.0% | +45.6% |
| 5Y | +56.2% | +23.8% | +32.4% | +36.3% |
| 10Y | +179.0% | -10.8% | +189.8% | +134.4% |
| All | +179.0% | -12.7% | +191.7% | +134.4% |
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