-70.8%
ADVB vs TCOM
-16.0%
-54.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.6% |
| 7D | -13.9% | +12.1% | -26.0% | -11.0% |
| 30D | -68.1% | +16.5% | -84.6% | -66.9% |
| 3M | -73.4% | -4.0% | -69.3% | -71.5% |
| 6M | -70.8% | -18.5% | -52.3% | -66.1% |
| All | -70.8% | -16.0% | -54.8% | -66.1% |
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