-65.3%
AAOX vs TCOM
-20.2%
-45.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.3% | +12.5% | +12.8% |
| 7D | +15.2% | -7.6% | +22.8% | +27.0% |
| 30D | -40.3% | -12.2% | -28.1% | -30.4% |
| 3M | -81.2% | -14.2% | -66.9% | -74.7% |
| All | -65.3% | -20.2% | -45.0% | -27.5% |
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 · Available span rolling