-77.5%
ADVB vs TCOM
-37.8%
-39.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.4% |
| 7D | -13.9% | +12.1% | -26.0% | -12.8% |
| 30D | -68.1% | +16.5% | -84.6% | -67.7% |
| 3M | -73.4% | -4.0% | -69.3% | -72.7% |
| 6M | -70.8% | -18.5% | -52.3% | -70.1% |
| YTD | -66.1% | -38.3% | -27.8% | -64.0% |
| 1Y | -77.5% | -36.6% | -40.9% | -76.9% |
| All | -77.5% | -37.8% | -39.7% | -76.9% |
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