+384.5%
ALAB vs TCOM
-10.8%
+395.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.3% | +5.1% |
| 7D | +9.6% | -10.2% | +19.8% | +13.5% |
| 30D | -5.3% | -16.8% | +11.6% | +0.5% |
| 3M | -12.0% | -16.7% | +4.6% | -7.3% |
| 6M | +145.7% | -27.1% | +172.8% | +172.6% |
| YTD | +80.7% | -45.5% | +126.2% | +123.1% |
| 1Y | +40.1% | -45.9% | +86.0% | +73.5% |
| All | +384.5% | -10.8% | +395.3% | +391.6% |
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 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