+1,982.1%
TCOM vs SBAC
+5,725.0%
-3,742.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -1.4% | -2.7% | +1.4% | -0.4% |
| 30D | +11.5% | +3.3% | +8.2% | +10.1% |
| 3M | -5.2% | +3.3% | -8.5% | -6.7% |
| 6M | -16.9% | -10.9% | -6.0% | -14.2% |
| YTD | -39.9% | -1.0% | -38.9% | -41.3% |
| 1Y | -42.1% | -4.5% | -37.6% | -42.7% |
| 3Y | +28.0% | -8.7% | +36.8% | +24.8% |
| 5Y | +40.4% | -40.6% | +81.0% | +56.9% |
| 10Y | +5.6% | +109.4% | -103.8% | -37.2% |
| All | +1,982.1% | +5,725.0% | -3,742.9% | +219.5% |
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