+1,223.4%
ADI vs TCOM
+2,694.8%
-1,471.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +0.4% | -9.5% | +10.0% | +2.4% |
| 30D | -3.8% | -10.7% | +6.9% | -1.8% |
| 3M | -15.3% | -14.6% | -0.6% | -13.1% |
| 6M | +6.7% | -19.3% | +26.0% | +10.5% |
| YTD | +34.8% | -42.9% | +77.7% | +48.5% |
| 1Y | +49.0% | -43.8% | +92.8% | +64.6% |
| 3Y | +108.1% | +2.1% | +106.0% | +98.0% |
| 5Y | +142.4% | +31.2% | +111.2% | +107.8% |
| 10Y | +589.9% | -13.9% | +603.8% | +511.7% |
| All | +1,223.4% | +2,694.8% | -1,471.3% | +562.1% |
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