-26.4%
ALB vs TCOM
+13.4%
-39.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | -4.4% | -7.6% | +3.2% | -1.8% |
| 30D | -1.2% | -12.2% | +11.0% | +3.2% |
| 3M | -13.3% | -14.2% | +0.9% | -9.2% |
| 6M | -19.8% | -25.0% | +5.2% | -11.9% |
| YTD | -7.9% | -43.7% | +35.7% | +10.5% |
| 1Y | +60.2% | -44.5% | +104.7% | +93.3% |
| 3Y | -26.4% | +13.4% | -39.9% | -29.5% |
| All | -26.4% | +13.4% | -39.9% | -29.5% |
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 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