-44.0%
ACHR vs TCOM
+11.9%
-55.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.1% |
| 7D | -2.3% | -4.9% | +2.6% | -0.6% |
| 30D | -11.3% | -14.4% | +3.1% | -6.6% |
| 3M | +5.3% | -17.7% | +22.9% | +12.1% |
| 6M | -13.2% | -25.1% | +11.9% | -4.5% |
| YTD | -25.8% | -45.7% | +19.9% | -10.3% |
| 1Y | -34.3% | -47.9% | +13.6% | -19.6% |
| 3Y | -19.9% | +8.9% | -28.9% | -26.0% |
| 5Y | -42.7% | +26.9% | -69.5% | -55.9% |
| All | -44.0% | +11.9% | -55.9% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling