+358.7%
ALAB vs TCOM
-11.9%
+370.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.1% | -4.9% |
| 7D | +0.6% | -6.5% | +7.1% | +2.9% |
| 30D | -8.8% | -16.2% | +7.4% | -3.5% |
| 3M | -14.0% | -19.3% | +5.3% | -8.2% |
| 6M | +144.3% | -27.2% | +171.5% | +171.0% |
| YTD | +71.0% | -46.2% | +117.2% | +112.1% |
| 1Y | +23.5% | -46.6% | +70.1% | +53.7% |
| All | +358.7% | -11.9% | +370.6% | +367.5% |
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