-36.7%
AA vs TCOM
+2,843.2%
-2,880.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +5.3% | -1.4% | +6.7% | +5.7% |
| 30D | -2.3% | +11.5% | -13.8% | -5.7% |
| 3M | -20.8% | -5.2% | -15.6% | -19.8% |
| 6M | -39.8% | -16.9% | -22.9% | -37.1% |
| YTD | -23.3% | -39.9% | +16.6% | -12.0% |
| 1Y | +1.8% | -42.1% | +43.9% | +18.1% |
| 3Y | +69.5% | +28.0% | +41.5% | +47.5% |
| 5Y | -18.0% | +40.4% | -58.4% | -35.0% |
| 10Y | +45.7% | +5.6% | +40.0% | +19.5% |
| All | -36.7% | +2,843.2% | -2,880.0% | -78.2% |
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