-10.8%
TCOM vs BUD
-24.2%
+13.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.2% |
| 7D | -10.2% | -1.3% | -8.9% | -9.6% |
| 30D | -16.8% | -6.1% | -10.7% | -14.4% |
| 3M | -16.7% | -3.8% | -12.9% | -15.6% |
| 6M | -27.1% | +8.2% | -35.2% | -30.5% |
| YTD | -45.5% | +23.6% | -69.1% | -51.7% |
| 1Y | -45.9% | +33.4% | -79.3% | -54.0% |
| 3Y | +9.8% | +45.3% | -35.6% | -13.1% |
| 5Y | +23.8% | +44.3% | -20.5% | -3.1% |
| 10Y | -10.8% | -22.8% | +12.0% | -14.9% |
| All | -10.8% | -24.2% | +13.4% | -14.9% |
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