+8.5%
ADVB vs TCOM
-42.5%
+51.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -3.8% | -9.5% | +5.8% | -4.1% |
| 30D | +17.6% | -10.7% | +28.3% | +17.3% |
| 3M | +119.1% | -14.6% | +133.8% | +116.1% |
| 6M | +103.4% | -19.3% | +122.7% | +98.0% |
| YTD | +59.8% | -42.9% | +102.8% | +62.6% |
| 1Y | +8.5% | -43.8% | +52.3% | +11.7% |
| All | +8.5% | -42.5% | +51.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling