+13.4%
TCOM vs BUD
+48.7%
-35.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -7.6% | +0.8% | -8.4% | -7.8% |
| 30D | -12.2% | -4.8% | -7.4% | -11.3% |
| 3M | -14.2% | +1.4% | -15.6% | -14.7% |
| 6M | -25.0% | +9.9% | -34.9% | -27.1% |
| YTD | -43.7% | +26.3% | -70.0% | -47.8% |
| 1Y | -44.5% | +36.1% | -80.7% | -49.9% |
| 3Y | +13.4% | +48.6% | -35.2% | -0.2% |
| All | +13.4% | +48.7% | -35.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling