+956.6%
ALM vs TCOM
+25.9%
+930.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.9% |
| 7D | +3.6% | -10.2% | +13.8% | +4.3% |
| 30D | +33.8% | -16.8% | +50.6% | +35.4% |
| 3M | +14.8% | -16.7% | +31.5% | +15.9% |
| 6M | -7.0% | -27.1% | +20.1% | -5.0% |
| YTD | +108.1% | -45.5% | +153.6% | +115.9% |
| 1Y | +313.8% | -45.9% | +359.6% | +329.2% |
| 3Y | +2,227.6% | +9.8% | +2,217.9% | +2,243.9% |
| 5Y | +956.6% | +23.8% | +932.8% | +972.0% |
| All | +956.6% | +25.9% | +930.7% | +972.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling