-31.1%
ACI vs TCOM
+25.6%
-56.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +4.9% | +11.5% | -6.6% | +4.5% |
| 3M | +11.1% | -5.2% | +16.3% | +11.2% |
| 6M | -14.9% | -16.9% | +2.0% | -14.6% |
| YTD | -19.6% | -39.9% | +20.3% | -18.8% |
| 1Y | -22.7% | -42.1% | +19.4% | -21.9% |
| All | -31.1% | +25.6% | -56.7% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling