+56.8%
SAP vs TCOM
+26.3%
+30.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -0.3% | -7.6% | +7.4% | +0.9% |
| 30D | +2.6% | -12.2% | +14.8% | +4.6% |
| 3M | +16.3% | -14.2% | +30.5% | +18.7% |
| 6M | +6.4% | -25.0% | +31.4% | +10.8% |
| YTD | -11.4% | -43.7% | +32.3% | -4.2% |
| 1Y | -20.4% | -44.5% | +24.1% | -13.8% |
| 3Y | +56.5% | +13.4% | +43.1% | +49.1% |
| 5Y | +56.8% | +26.5% | +30.3% | +41.8% |
| All | +56.8% | +26.3% | +30.5% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling