+439.9%
AG vs TCOM
+495.4%
-55.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | +4.5% | -7.6% | +12.1% | +6.3% |
| 30D | +12.9% | -12.2% | +25.1% | +16.3% |
| 3M | +20.9% | -14.2% | +35.2% | +24.4% |
| 6M | -19.5% | -25.0% | +5.5% | -14.5% |
| YTD | +24.8% | -43.7% | +68.5% | +40.4% |
| 1Y | +120.2% | -44.5% | +164.8% | +148.6% |
| 3Y | +279.0% | +13.4% | +265.6% | +255.4% |
| 5Y | +67.9% | +26.5% | +41.4% | +44.1% |
| 10Y | +57.5% | -10.3% | +67.8% | +34.0% |
| All | +439.9% | +495.4% | -55.5% | +75.0% |
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