+803.8%
ALB vs TCOM
+2,868.4%
-2,064.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -5.8% | -1.8% | -4.0% | -5.3% |
| 30D | -4.5% | +12.1% | -16.6% | -7.2% |
| 3M | -28.1% | -3.2% | -24.9% | -27.6% |
| 6M | -53.2% | -16.6% | -36.5% | -51.3% |
| YTD | -33.3% | -39.4% | +6.1% | -25.4% |
| 1Y | -17.4% | -41.5% | +24.1% | -6.9% |
| 3Y | -14.1% | +24.4% | -38.5% | -21.1% |
| 5Y | -64.0% | +41.6% | -105.6% | -69.9% |
| 10Y | +32.8% | +6.5% | +26.3% | +12.2% |
| All | +803.8% | +2,868.4% | -2,064.6% | +276.1% |
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