+61.6%
AG vs TCOM
-9.8%
+71.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.8% | -3.1% |
| 7D | -6.7% | -4.9% | -1.8% | -5.9% |
| 30D | +2.2% | -14.4% | +16.6% | +5.2% |
| 3M | +15.7% | -17.7% | +33.4% | +19.4% |
| 6M | -23.8% | -25.1% | +1.3% | -19.9% |
| YTD | +17.6% | -45.7% | +63.4% | +30.7% |
| 1Y | +88.6% | -47.9% | +136.5% | +110.9% |
| 3Y | +253.4% | +8.9% | +244.5% | +242.4% |
| 5Y | +62.4% | +26.9% | +35.6% | +47.3% |
| All | +61.6% | -9.8% | +71.4% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling