+241.2%
ALM vs TCOM
-46.9%
+288.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.7% |
| 7D | -11.8% | -4.9% | -6.9% | -11.1% |
| 30D | +7.8% | -14.4% | +22.2% | +10.5% |
| 3M | -9.3% | -17.7% | +8.4% | -6.3% |
| 6M | -30.5% | -25.1% | -5.4% | -25.8% |
| YTD | +75.8% | -45.7% | +121.6% | +98.0% |
| 1Y | +241.2% | -47.9% | +289.0% | +282.3% |
| All | +241.2% | -46.9% | +288.1% | +282.3% |
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 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