+13.4%
TCOM vs SBAC
-9.5%
+23.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -7.6% | -0.1% | -7.6% | -7.6% |
| 30D | -12.2% | +3.2% | -15.5% | -12.4% |
| 3M | -14.2% | -5.1% | -9.2% | -14.1% |
| 6M | -25.0% | -2.1% | -22.9% | -25.1% |
| YTD | -43.7% | -0.5% | -43.2% | -43.8% |
| 1Y | -44.5% | +1.1% | -45.7% | -44.7% |
| 3Y | +13.4% | -7.4% | +20.9% | +12.8% |
| All | +13.4% | -9.5% | +23.0% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling