-74.9%
ADVB vs TCOM
-39.5%
-35.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.3% | +3.4% |
| 7D | -1.2% | +7.4% | -8.6% | -0.4% |
| 30D | -61.4% | +13.2% | -74.6% | -60.9% |
| 3M | -67.8% | -4.6% | -63.3% | -66.9% |
| 6M | -66.9% | -16.4% | -50.5% | -66.1% |
| YTD | -64.9% | -38.8% | -26.1% | -63.3% |
| All | -74.9% | -39.5% | -35.3% | -72.7% |
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