+658.8%
SAP vs TCOM
+2,694.8%
-2,035.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | -9.5% | +6.6% | -1.3% |
| 30D | +9.0% | -10.7% | +19.7% | +11.0% |
| 3M | +14.9% | -14.6% | +29.6% | +17.7% |
| 6M | +11.9% | -19.3% | +31.2% | +15.6% |
| YTD | -9.9% | -42.9% | +33.0% | -1.9% |
| 1Y | -19.5% | -43.8% | +24.2% | -12.2% |
| 3Y | +61.8% | +2.1% | +59.7% | +55.7% |
| 5Y | +56.2% | +31.2% | +25.0% | +37.4% |
| 10Y | +180.6% | -13.9% | +194.5% | +151.7% |
| All | +658.8% | +2,694.8% | -2,035.9% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling