-42.3%
ACI vs TCOM
+40.9%
-83.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.6% |
| 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% | -18.9% |
| 1Y | -22.7% | -42.1% | +19.4% | -22.0% |
| 3Y | -31.2% | +28.0% | -59.3% | -31.8% |
| 5Y | -42.3% | +40.4% | -82.7% | -39.3% |
| All | -42.3% | +40.9% | -83.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling