-22.0%
AA vs TCOM
+2,694.8%
-2,716.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -0.7% | -9.5% | +8.8% | +2.4% |
| 30D | +5.0% | -10.7% | +15.7% | +8.7% |
| 3M | -35.8% | -14.6% | -21.2% | -33.2% |
| 6M | -18.4% | -19.3% | +0.9% | -13.9% |
| YTD | -5.5% | -42.9% | +37.5% | +10.4% |
| 1Y | +61.0% | -43.8% | +104.7% | +89.2% |
| 3Y | +66.2% | +2.1% | +64.1% | +55.4% |
| 5Y | +11.4% | +31.2% | -19.8% | -9.7% |
| 10Y | +116.9% | -13.9% | +130.8% | +89.0% |
| All | -22.0% | +2,694.8% | -2,716.8% | -72.6% |
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 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