-87.2%
ADVB vs TCOM
-35.5%
-51.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -3.8% | -9.5% | +5.8% | -1.9% |
| 30D | +17.6% | -10.7% | +28.3% | +20.2% |
| 3M | +119.1% | -14.6% | +133.8% | +123.9% |
| 6M | +103.4% | -19.3% | +122.7% | +108.7% |
| YTD | +59.8% | -42.9% | +102.8% | +83.3% |
| 1Y | +8.5% | -43.8% | +52.3% | +24.8% |
| All | -87.2% | -35.5% | -51.7% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling