+103.4%
ADVB vs TCOM
-20.4%
+123.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.8% |
| 7D | -3.8% | -9.5% | +5.8% | -5.1% |
| 30D | +17.6% | -10.7% | +28.3% | +16.1% |
| 3M | +119.1% | -14.6% | +133.8% | +108.7% |
| 6M | +103.4% | -19.3% | +122.7% | +78.3% |
| All | +103.4% | -20.4% | +123.8% | +78.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling