+842.1%
ALM vs TCOM
+32.5%
+809.7%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.1% | -7.3% | -7.2% |
| 7D | -6.3% | +6.5% | -12.9% | -7.1% |
| 30D | -31.4% | +13.3% | -44.7% | -32.5% |
| 3M | -40.6% | -6.5% | -34.1% | -40.1% |
| 6M | -58.6% | -16.3% | -42.3% | -57.8% |
| YTD | -7.6% | -38.7% | +31.1% | -2.3% |
| 1Y | +13.8% | -40.1% | +54.0% | +20.7% |
| 3Y | +842.1% | +30.6% | +811.5% | +865.4% |
| All | +842.1% | +32.5% | +809.7% | +865.4% |
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