+1,788.4%
TCOM vs BG
+559.9%
+1,228.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -10.2% | +0.5% | -10.7% | -10.4% |
| 30D | -16.8% | +10.3% | -27.2% | -19.8% |
| 3M | -16.7% | -1.9% | -14.8% | -16.9% |
| 6M | -27.1% | +5.2% | -32.3% | -29.5% |
| YTD | -45.5% | +41.2% | -86.7% | -53.0% |
| 1Y | -45.9% | +50.5% | -96.4% | -54.7% |
| 3Y | +9.8% | +19.9% | -10.1% | -2.5% |
| 5Y | +23.8% | +86.7% | -62.9% | -11.0% |
| 10Y | -10.8% | +167.5% | -178.3% | -49.6% |
| All | +1,788.4% | +559.9% | +1,228.5% | +580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling