+33.4%
AG vs TCOM
-39.6%
+73.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.2% | +6.0% | +8.7% |
| 7D | -2.6% | +10.7% | -13.3% | -3.8% |
| 30D | -12.1% | +10.1% | -22.2% | -13.2% |
| 3M | -6.6% | -8.9% | +2.3% | -5.2% |
| 6M | -20.5% | -19.2% | -1.3% | -16.5% |
| YTD | -7.4% | -40.6% | +33.2% | +3.5% |
| 1Y | +33.4% | -39.0% | +72.4% | +46.2% |
| All | +33.4% | -39.6% | +73.0% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling