+3,289.7%
ALM vs TCOM
+152.6%
+3,137.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.4% |
| 7D | -4.0% | -1.4% | -2.7% | -3.9% |
| 30D | -30.5% | +11.5% | -42.0% | -31.2% |
| 3M | -46.9% | -5.2% | -41.7% | -46.7% |
| 6M | -65.5% | -16.9% | -48.6% | -65.0% |
| YTD | -13.4% | -39.9% | +26.5% | -9.9% |
| 1Y | +9.8% | -42.1% | +51.9% | +14.6% |
| 3Y | +783.1% | +28.0% | +755.1% | +755.0% |
| 5Y | +378.3% | +40.4% | +337.9% | +348.8% |
| 10Y | +1,942.8% | +5.6% | +1,937.2% | +1,757.7% |
| All | +3,289.7% | +152.6% | +3,137.2% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling