+73.2%
SAP vs TCOM
+31.7%
+41.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +1.6% | +7.4% | -5.8% | +0.5% |
| 30D | +10.5% | +13.2% | -2.7% | +8.4% |
| 3M | +15.2% | -4.6% | +19.7% | +15.9% |
| 6M | +36.7% | -16.4% | +53.1% | +39.9% |
| YTD | -0.6% | -38.8% | +38.2% | +5.8% |
| 1Y | -4.1% | -37.3% | +33.2% | +1.7% |
| 3Y | +73.2% | +31.4% | +41.8% | +65.5% |
| All | +73.2% | +31.7% | +41.5% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling