+0.9%
ALC vs TCOM
+25.6%
-24.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -6.2% | -1.4% | -4.8% | -6.0% |
| 30D | +14.0% | +11.5% | +2.5% | +12.8% |
| 3M | -2.4% | -5.2% | +2.8% | -2.0% |
| 6M | +12.6% | -16.9% | +29.5% | +14.2% |
| YTD | -8.4% | -39.9% | +31.5% | -4.6% |
| 1Y | -9.1% | -42.1% | +32.9% | -5.0% |
| All | +0.9% | +25.6% | -24.7% | +0.3% |
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