-39.0%
TCOM vs SARO
-7.8%
-31.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.0% |
| 7D | +10.7% | +15.8% | -5.1% | +9.8% |
| 30D | +10.1% | +22.2% | -12.1% | +8.8% |
| 3M | -8.9% | -16.2% | +7.3% | -8.7% |
| 6M | -19.2% | +4.6% | -23.8% | -21.5% |
| YTD | -40.6% | -10.4% | -30.3% | -41.6% |
| 1Y | -39.0% | -6.5% | -32.5% | -40.5% |
| All | -39.0% | -7.8% | -31.3% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling