+1,665.8%
AMAT vs TCOM
-9.7%
+1,675.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | +7.0% | -7.6% | +14.6% | +9.5% |
| 30D | -12.2% | -12.2% | 0.0% | -8.9% |
| 3M | -3.8% | -14.2% | +10.4% | -0.7% |
| 6M | +45.9% | -25.0% | +70.9% | +57.1% |
| YTD | +84.6% | -43.7% | +128.3% | +115.7% |
| 1Y | +193.4% | -44.5% | +237.9% | +244.2% |
| 3Y | +228.1% | +13.4% | +214.6% | +191.3% |
| 5Y | +268.9% | +26.5% | +242.5% | +190.0% |
| 10Y | +1,665.8% | -10.3% | +1,676.0% | +1,356.8% |
| All | +1,665.8% | -9.7% | +1,675.5% | +1,356.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling