-39.0%
TCOM vs SBAC
+2.4%
-41.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.7% | +2.7% |
| 7D | +10.7% | +5.8% | +4.9% | +10.2% |
| 30D | +10.1% | +20.8% | -10.7% | +8.7% |
| 3M | -8.9% | +4.8% | -13.6% | -9.4% |
| 6M | -19.2% | -9.1% | -10.0% | -19.7% |
| YTD | -40.6% | +3.1% | -43.7% | -40.7% |
| 1Y | -39.0% | +2.2% | -41.2% | -39.0% |
| All | -39.0% | +2.4% | -41.4% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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