-15.0%
ALC vs TCOM
+13.4%
-28.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.7% | -7.6% | +4.0% | -3.0% |
| 30D | -3.7% | -12.2% | +8.5% | -2.7% |
| 3M | +4.6% | -14.2% | +18.8% | +5.8% |
| 6M | -14.6% | -25.0% | +10.4% | -12.6% |
| YTD | -11.9% | -43.7% | +31.8% | -7.5% |
| 1Y | -13.1% | -44.5% | +31.4% | -8.7% |
| 3Y | -15.0% | +13.4% | -28.4% | -15.7% |
| All | -15.0% | +13.4% | -28.4% | -15.7% |
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 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