+86.8%
ACN vs TCOM
-10.5%
+97.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.4% |
| 7D | -7.9% | -6.5% | -1.4% | -6.9% |
| 30D | -1.1% | -16.2% | +15.2% | +1.6% |
| 3M | +5.6% | -19.3% | +24.9% | +9.0% |
| 6M | -9.9% | -27.2% | +17.3% | -5.7% |
| YTD | -32.3% | -46.2% | +13.9% | -26.3% |
| 1Y | -25.3% | -46.6% | +21.3% | -18.6% |
| 3Y | -42.3% | +8.4% | -50.7% | -45.1% |
| 5Y | -43.5% | +25.8% | -69.3% | -50.0% |
| All | +86.8% | -10.5% | +97.3% | +62.0% |
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