+817.3%
ALB vs TCOM
+2,902.5%
-2,085.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +5.3% | +6.5% | -1.3% | +3.6% |
| 30D | -6.3% | +13.3% | -19.6% | -9.2% |
| 3M | -27.4% | -6.5% | -21.0% | -26.3% |
| 6M | -53.1% | -16.3% | -36.8% | -51.2% |
| YTD | -32.3% | -38.7% | +6.4% | -24.5% |
| 1Y | -7.3% | -40.1% | +32.8% | +4.0% |
| 3Y | -14.9% | +30.6% | -45.6% | -22.7% |
| 5Y | -62.0% | +45.8% | -107.8% | -68.4% |
| 10Y | +33.0% | +8.1% | +24.9% | +12.0% |
| All | +817.3% | +2,902.5% | -2,085.2% | +280.7% |
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