+279.4%
TCOM vs BUD
+218.9%
+60.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.4% |
| 7D | +7.4% | +1.3% | +6.1% | +6.6% |
| 30D | +13.2% | +10.0% | +3.2% | +7.7% |
| 3M | -4.6% | +1.6% | -6.1% | -5.7% |
| 6M | -16.4% | +6.5% | -22.9% | -19.8% |
| YTD | -38.8% | +34.8% | -73.6% | -48.8% |
| 1Y | -37.3% | +36.5% | -73.8% | -48.0% |
| 3Y | +31.4% | +49.0% | -17.5% | +1.5% |
| 5Y | +45.5% | +51.7% | -6.2% | +9.5% |
| 10Y | +4.6% | -7.5% | +12.2% | -3.9% |
| All | +279.4% | +218.9% | +60.5% | +50.3% |
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 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