-37.8%
AA vs TCOM
+2,868.4%
-2,906.3%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.0% |
| 30D | -0.6% | +12.1% | -12.7% | -4.3% |
| 3M | -19.7% | -3.2% | -16.5% | -19.1% |
| 6M | -41.6% | -16.6% | -24.9% | -39.0% |
| YTD | -24.6% | -39.4% | +14.8% | -13.8% |
| 1Y | +4.9% | -41.5% | +46.4% | +21.3% |
| 3Y | +66.8% | +24.4% | +42.5% | +46.5% |
| 5Y | -19.4% | +41.6% | -61.0% | -36.3% |
| 10Y | +43.1% | +6.5% | +36.6% | +17.0% |
| All | -37.8% | +2,868.4% | -2,906.3% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling