+1,877.1%
TCOM vs SBAC
+5,775.7%
-3,898.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -9.5% | -0.8% | -8.7% | -9.3% |
| 30D | -10.7% | +6.9% | -17.6% | -13.0% |
| 3M | -14.6% | -8.2% | -6.4% | -12.3% |
| 6M | -19.3% | -1.6% | -17.7% | -20.2% |
| YTD | -42.9% | -0.1% | -42.8% | -44.3% |
| 1Y | -43.8% | -0.5% | -43.3% | -45.1% |
| 3Y | +2.1% | -9.1% | +11.2% | -0.5% |
| 5Y | +31.2% | -43.8% | +75.0% | +50.0% |
| 10Y | -13.9% | +80.5% | -94.5% | -45.1% |
| All | +1,877.1% | +5,775.7% | -3,898.6% | +203.5% |
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