+67.3%
AG vs TCOM
+21.5%
+45.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.6% |
| 7D | -5.8% | -6.5% | +0.7% | -4.4% |
| 30D | +6.4% | -16.2% | +22.6% | +10.5% |
| 3M | +28.4% | -19.3% | +47.7% | +33.7% |
| 6M | -24.5% | -27.2% | +2.8% | -19.4% |
| YTD | +21.2% | -46.2% | +67.4% | +37.3% |
| 1Y | +114.1% | -46.6% | +160.7% | +143.0% |
| 3Y | +268.0% | +8.4% | +259.7% | +255.2% |
| 5Y | +67.3% | +25.8% | +41.5% | +49.4% |
| All | +67.3% | +21.5% | +45.8% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling