-47.9%
TCOM vs BG
+53.0%
-100.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +0.7% |
| 7D | -4.9% | +3.1% | -8.0% | -4.7% |
| 30D | -14.4% | +10.2% | -24.6% | -13.8% |
| 3M | -17.7% | -1.7% | -16.0% | -17.3% |
| 6M | -25.1% | +1.0% | -26.1% | -24.8% |
| YTD | -45.7% | +39.9% | -85.7% | -46.2% |
| 1Y | -47.9% | +53.2% | -101.1% | -48.4% |
| All | -47.9% | +53.0% | -100.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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 · 6 months rolling