+7,705.7%
ALM vs TCOM
+139.8%
+7,565.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.6% | -9.5% | +6.9% | -1.8% |
| 30D | +32.0% | -10.7% | +42.7% | +33.3% |
| 3M | -15.0% | -14.6% | -0.4% | -14.1% |
| 6M | -10.1% | -19.3% | +9.2% | -8.6% |
| YTD | +99.4% | -42.9% | +142.4% | +108.7% |
| 1Y | +316.4% | -43.8% | +360.1% | +335.8% |
| 3Y | +2,022.0% | +2.1% | +2,019.9% | +1,993.6% |
| 5Y | +941.2% | +31.2% | +910.0% | +882.9% |
| 10Y | +2,950.3% | -13.9% | +2,964.3% | +2,774.2% |
| All | +7,705.7% | +139.8% | +7,565.9% | +268.1% |
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