+26.3%
ACI vs TCOM
+58.6%
-32.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.2% | -9.5% | +9.7% | +0.2% |
| 30D | +5.9% | -10.7% | +16.6% | +5.9% |
| 3M | -19.8% | -14.6% | -5.2% | -19.8% |
| 6M | -24.7% | -19.3% | -5.4% | -24.8% |
| YTD | -24.4% | -42.9% | +18.6% | -24.6% |
| 1Y | -31.5% | -43.8% | +12.3% | -31.6% |
| 3Y | -38.7% | +2.1% | -40.8% | -38.2% |
| 5Y | -42.8% | +31.2% | -74.0% | -42.1% |
| All | +26.3% | +58.6% | -32.3% | +36.2% |
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