+80.2%
ALB vs TCOM
-10.5%
+90.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.6% |
| 7D | -7.6% | -6.5% | -1.1% | -5.7% |
| 30D | -5.6% | -16.2% | +10.6% | -0.4% |
| 3M | -16.8% | -19.3% | +2.5% | -11.7% |
| 6M | -26.3% | -27.2% | +0.9% | -19.3% |
| YTD | -13.2% | -46.2% | +33.0% | +3.2% |
| 1Y | +68.8% | -46.6% | +115.4% | +101.4% |
| 3Y | -30.7% | +8.4% | -39.1% | -34.9% |
| 5Y | -46.3% | +25.8% | -72.1% | -55.3% |
| All | +80.2% | -10.5% | +90.8% | +47.9% |
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