+59.8%
SAP vs TCOM
+13.4%
+46.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | -9.5% | +6.6% | -1.4% |
| 30D | +9.0% | -10.7% | +19.7% | +10.9% |
| 3M | +14.9% | -14.6% | +29.6% | +17.6% |
| 6M | +11.9% | -19.3% | +31.2% | +15.4% |
| YTD | -9.9% | -42.9% | +33.0% | -2.8% |
| 1Y | -19.5% | -43.8% | +24.2% | -13.1% |
| All | +59.8% | +13.4% | +46.3% | +50.7% |
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