+2,776.7%
ALM vs TCOM
-10.5%
+2,787.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.4% | -9.6% |
| 7D | -7.1% | -6.5% | -0.6% | -6.9% |
| 30D | +24.7% | -16.2% | +40.9% | +25.5% |
| 3M | +8.3% | -19.3% | +27.6% | +9.1% |
| 6M | -22.2% | -27.2% | +5.1% | -21.3% |
| YTD | +88.1% | -46.2% | +134.3% | +92.1% |
| 1Y | +272.4% | -46.6% | +319.0% | +280.3% |
| 3Y | +2,004.1% | +8.4% | +1,995.7% | +2,021.6% |
| 5Y | +915.8% | +25.8% | +890.0% | +919.6% |
| All | +2,776.7% | -10.5% | +2,787.3% | +2,464.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling