+24.5%
ALAB vs TCOM
-39.6%
+64.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.2% | -7.6% | -4.6% |
| 7D | -24.9% | +10.7% | -35.6% | -25.4% |
| 30D | -38.4% | +10.1% | -48.4% | -38.9% |
| 3M | -38.3% | -8.9% | -29.4% | -36.8% |
| 6M | +10.9% | -19.2% | +30.1% | +20.2% |
| YTD | +34.2% | -40.6% | +74.8% | +55.2% |
| 1Y | +24.5% | -39.0% | +63.6% | +42.2% |
| All | +24.5% | -39.6% | +64.1% | +42.2% |
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