-77.0%
ADVB vs TCOM
-39.6%
-37.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.2% | -7.7% | -4.2% |
| 7D | -29.5% | +10.7% | -40.2% | -28.8% |
| 30D | -66.9% | +10.1% | -76.9% | -66.6% |
| 3M | -73.7% | -8.9% | -64.9% | -73.1% |
| 6M | -64.8% | -19.2% | -45.6% | -64.2% |
| YTD | -64.0% | -40.6% | -23.4% | -62.0% |
| 1Y | -77.0% | -39.0% | -37.9% | -76.4% |
| All | -77.0% | -39.6% | -37.3% | -76.4% |
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