+275.7%
TCOM vs BUD
+215.1%
+60.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | +0.1% |
| 7D | +2.2% | +0.5% | +1.7% | +1.9% |
| 30D | +12.5% | +7.4% | +5.1% | +8.3% |
| 3M | -5.6% | +4.3% | -9.9% | -8.0% |
| 6M | -16.5% | +5.3% | -21.7% | -19.4% |
| YTD | -39.4% | +33.2% | -72.6% | -49.0% |
| 1Y | -41.0% | +31.8% | -72.7% | -50.1% |
| 3Y | +29.2% | +47.8% | -18.5% | +0.1% |
| 5Y | +41.6% | +50.2% | -8.5% | +7.1% |
| 10Y | +6.6% | -4.8% | +11.4% | -3.9% |
| All | +275.7% | +215.1% | +60.6% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling