-46.6%
TCOM vs SBAC
-2.7%
-43.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.6% | -1.1% |
| 7D | -6.5% | -5.3% | -1.2% | -6.2% |
| 30D | -16.2% | +0.4% | -16.6% | -16.3% |
| 3M | -19.3% | -11.9% | -7.4% | -19.1% |
| 6M | -27.2% | -4.5% | -22.8% | -28.0% |
| YTD | -46.2% | -4.3% | -41.8% | -45.7% |
| 1Y | -46.6% | -3.9% | -42.7% | -45.9% |
| All | -46.6% | -2.7% | -43.9% | -45.9% |
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