+12.4%
AA vs TCOM
+25.9%
-13.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -0.9% |
| 7D | -0.6% | -10.2% | +9.5% | +2.7% |
| 30D | -1.6% | -16.8% | +15.3% | +4.1% |
| 3M | -29.8% | -16.7% | -13.1% | -26.4% |
| 6M | -16.6% | -27.1% | +10.5% | -8.9% |
| YTD | -4.0% | -45.5% | +41.5% | +14.3% |
| 1Y | +63.5% | -45.9% | +109.4% | +95.5% |
| 3Y | +86.8% | +9.8% | +77.0% | +68.7% |
| 5Y | +12.4% | +23.8% | -11.4% | -3.0% |
| All | +12.4% | +25.9% | -13.5% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling