-6.4%
SAP vs TCOM
-40.4%
+34.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.4% |
| 7D | -2.5% | +2.2% | -4.6% | -3.0% |
| 30D | +7.5% | +12.5% | -5.1% | +4.3% |
| 3M | +11.6% | -5.6% | +17.3% | +13.3% |
| 6M | +37.6% | -16.5% | +54.1% | +42.9% |
| YTD | -2.0% | -39.4% | +37.4% | +7.7% |
| 1Y | -6.4% | -41.0% | +34.6% | +4.6% |
| All | -6.4% | -40.4% | +34.0% | +4.6% |
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