+7.8%
TCOM vs BUD
-2.1%
+9.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.3% |
| 7D | -1.8% | +1.0% | -2.8% | -2.3% |
| 30D | +12.1% | +6.7% | +5.4% | +8.6% |
| 3M | -3.2% | +5.7% | -8.9% | -5.9% |
| 6M | -16.6% | +5.8% | -22.5% | -19.5% |
| YTD | -39.4% | +34.4% | -73.8% | -48.5% |
| 1Y | -41.5% | +33.3% | -74.8% | -50.1% |
| 3Y | +24.4% | +48.8% | -24.4% | -2.1% |
| 5Y | +41.6% | +52.5% | -11.0% | +8.4% |
| All | +7.8% | -2.1% | +9.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling