+152.3%
ACN vs TCOM
+5.9%
+146.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | -3.8% | -1.8% | -2.1% | -3.6% |
| 30D | +16.5% | +12.1% | +4.4% | +14.5% |
| 3M | +41.5% | -3.2% | +44.7% | +42.0% |
| 6M | +60.1% | -16.6% | +76.7% | +64.1% |
| YTD | -3.9% | -39.4% | +35.4% | +2.6% |
| 1Y | +4.1% | -41.5% | +45.6% | +11.8% |
| 3Y | -15.9% | +24.4% | -40.2% | -21.5% |
| 5Y | -26.3% | +41.6% | -67.9% | -35.8% |
| All | +152.3% | +5.9% | +146.5% | +116.0% |
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