+2,024.0%
TCOM vs SBAC
+5,837.4%
-3,813.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +6.5% | +3.6% | +2.9% | +5.1% |
| 30D | +13.3% | +4.9% | +8.4% | +11.2% |
| 3M | -6.5% | +6.5% | -12.9% | -9.0% |
| 6M | -16.3% | -11.1% | -5.2% | -13.5% |
| YTD | -38.7% | +0.9% | -39.6% | -40.5% |
| 1Y | -40.1% | -1.6% | -38.6% | -41.5% |
| 3Y | +30.6% | -7.0% | +37.6% | +26.4% |
| 5Y | +45.8% | -39.2% | +85.0% | +61.6% |
| 10Y | +8.1% | +111.4% | -103.3% | -35.9% |
| All | +2,024.0% | +5,837.4% | -3,813.4% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling