+43.3%
AMAT vs TCOM
-37.8%
+81.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.4% |
| 7D | -14.7% | +12.1% | -26.8% | -13.5% |
| 30D | -36.1% | +16.5% | -52.6% | -35.0% |
| 3M | -36.9% | -4.0% | -32.8% | -36.1% |
| 6M | -22.2% | -18.5% | -3.7% | -16.9% |
| YTD | +29.9% | -38.3% | +68.2% | +43.8% |
| 1Y | +43.3% | -36.6% | +79.9% | +57.0% |
| All | +43.3% | -37.8% | +81.0% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling