-97.3%
ADVB vs TCOM
-30.2%
-67.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.1% |
| 7D | -13.9% | +12.1% | -26.0% | -15.0% |
| 30D | -68.1% | +16.5% | -84.6% | -68.8% |
| 3M | -73.4% | -4.0% | -69.3% | -73.0% |
| 6M | -70.8% | -18.5% | -52.3% | -69.5% |
| YTD | -66.1% | -38.3% | -27.8% | -61.4% |
| 1Y | -77.5% | -36.6% | -40.9% | -74.6% |
| All | -97.3% | -30.2% | -67.1% | -97.5% |
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