-40.2%
TCOM vs ZYBT
-57.8%
+17.7%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.3% |
| 7D | -6.5% | -2.5% | -4.1% | -6.5% |
| 30D | -16.2% | -1.2% | -15.0% | -16.2% |
| 3M | -19.3% | +76.7% | -96.0% | -22.3% |
| 6M | -27.2% | +103.6% | -130.8% | -30.1% |
| YTD | -46.2% | +38.3% | -84.4% | -48.2% |
| 1Y | -46.6% | -84.7% | +38.1% | -48.2% |
| All | -40.2% | -57.8% | +17.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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