+117.1%
AA vs TCOM
-10.5%
+127.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -4.3% |
| 7D | -5.4% | -6.5% | +1.1% | -3.0% |
| 30D | -10.7% | -16.2% | +5.5% | -4.7% |
| 3M | -26.2% | -19.3% | -6.8% | -20.9% |
| 6M | -20.9% | -27.2% | +6.3% | -12.3% |
| YTD | -8.6% | -46.2% | +37.5% | +12.5% |
| 1Y | +57.4% | -46.6% | +104.0% | +94.7% |
| 3Y | +77.8% | +8.4% | +69.4% | +57.4% |
| 5Y | +2.7% | +25.8% | -23.1% | -20.2% |
| All | +117.1% | -10.5% | +127.7% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling