+4.4%
ADVB vs TCOM
-44.5%
+48.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.8% |
| 7D | -14.0% | -7.6% | -6.4% | -14.2% |
| 30D | +41.0% | -12.2% | +53.2% | +40.5% |
| 3M | +127.9% | -14.2% | +142.1% | +124.8% |
| 6M | +101.3% | -25.0% | +126.3% | +96.2% |
| YTD | +53.8% | -43.7% | +97.4% | +56.2% |
| 1Y | +4.4% | -44.5% | +49.0% | +7.9% |
| All | +4.4% | -44.5% | +48.9% | +7.9% |
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