-96.5%
ADVB vs TCOM
-31.5%
-65.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +0.9% | -24.4% | -23.6% |
| 7D | +27.8% | -1.8% | +29.6% | +27.9% |
| 30D | -50.8% | +12.1% | -62.9% | -51.6% |
| 3M | -70.5% | -3.2% | -67.3% | -70.2% |
| 6M | -46.7% | -16.6% | -30.1% | -44.8% |
| YTD | -56.7% | -39.4% | -17.3% | -50.6% |
| 1Y | -71.8% | -41.5% | -30.2% | -67.3% |
| All | -96.5% | -31.5% | -65.1% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling