-26.3%
SKHY vs TCOM
+4.1%
-30.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +2.6% | -16.0% | -10.5% |
| 7D | -23.6% | +13.6% | -37.2% | -12.4% |
| 30D | -32.1% | +14.5% | -46.6% | -21.8% |
| 3M | -18.0% | -4.7% | -13.3% | -20.4% |
| All | -26.3% | +4.1% | -30.4% | -20.7% |
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 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 · Available span rolling