+365.7%
ALAB vs TCOM
-7.8%
+373.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.3% | -5.7% | -6.5% |
| 7D | +3.2% | -7.6% | +10.8% | +5.9% |
| 30D | -13.6% | -12.2% | -1.3% | -9.9% |
| 3M | -16.6% | -14.2% | -2.4% | -12.8% |
| 6M | +142.3% | -25.0% | +167.3% | +166.6% |
| YTD | +73.6% | -43.7% | +117.3% | +112.2% |
| 1Y | +33.7% | -44.5% | +78.2% | +64.4% |
| All | +365.7% | -7.8% | +373.5% | +367.6% |
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