+1,116.2%
ALB vs TCOM
+2,694.8%
-1,578.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.6% | -4.2% |
| 7D | -8.1% | -9.5% | +1.5% | -5.7% |
| 30D | +6.3% | -10.7% | +17.0% | +9.3% |
| 3M | -23.6% | -14.6% | -8.9% | -20.8% |
| 6M | -24.6% | -19.3% | -5.3% | -20.9% |
| YTD | -10.3% | -42.9% | +32.7% | +2.0% |
| 1Y | +61.5% | -43.8% | +105.2% | +84.4% |
| 3Y | -34.0% | +2.1% | -36.1% | -36.3% |
| 5Y | -44.6% | +31.2% | -75.8% | -52.7% |
| 10Y | +76.1% | -13.9% | +90.0% | +56.4% |
| All | +1,116.2% | +2,694.8% | -1,578.6% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling