-14.1%
ALC vs TCOM
-46.8%
+32.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.5% | -2.7% |
| 7D | -7.7% | -6.5% | -1.2% | -7.4% |
| 30D | -11.7% | -16.2% | +4.6% | -11.0% |
| 3M | +0.7% | -19.3% | +20.0% | +1.4% |
| 6M | -17.1% | -27.2% | +10.1% | -16.1% |
| YTD | -15.1% | -46.2% | +31.0% | -13.1% |
| 1Y | -14.1% | -46.6% | +32.5% | -11.9% |
| All | -14.1% | -46.8% | +32.7% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling