+282.7%
AG vs TCOM
+8.5%
+274.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.9% |
| 7D | -0.1% | -10.2% | +10.1% | +2.7% |
| 30D | +12.5% | -16.8% | +29.3% | +17.9% |
| 3M | +28.2% | -16.7% | +44.8% | +33.5% |
| 6M | -18.8% | -27.1% | +8.2% | -12.1% |
| YTD | +27.4% | -45.5% | +72.9% | +48.6% |
| 1Y | +132.2% | -45.9% | +178.1% | +171.1% |
| All | +282.7% | +8.5% | +274.2% | +278.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling