-43.8%
TCOM vs SARO
-7.4%
-36.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -9.5% | -0.8% | -8.7% | -9.5% |
| 30D | -10.7% | -20.0% | +9.3% | -9.4% |
| 3M | -14.6% | -2.9% | -11.7% | -15.3% |
| 6M | -19.3% | -17.7% | -1.7% | -17.9% |
| YTD | -42.9% | -13.5% | -29.4% | -43.0% |
| 1Y | -43.8% | -9.7% | -34.1% | -44.5% |
| All | -43.8% | -7.4% | -36.4% | -44.5% |
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