+30.6%
TCOM vs SBAC
-7.1%
+37.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +6.5% | +3.6% | +2.9% | +6.2% |
| 30D | +13.3% | +4.9% | +8.4% | +12.9% |
| 3M | -6.5% | +6.5% | -12.9% | -7.0% |
| 6M | -16.3% | -11.1% | -5.2% | -16.1% |
| YTD | -38.7% | +0.9% | -39.6% | -38.9% |
| 1Y | -40.1% | -1.6% | -38.6% | -40.2% |
| 3Y | +30.6% | -7.0% | +37.6% | +29.0% |
| All | +30.6% | -7.1% | +37.8% | +29.0% |
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 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