+247.2%
AMAT vs TCOM
+30.8%
+216.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | -9.5% | +8.0% | +0.8% |
| 30D | -14.8% | -10.7% | -4.1% | -12.7% |
| 3M | -9.3% | -14.6% | +5.4% | -6.7% |
| 6M | +27.4% | -19.3% | +46.7% | +32.7% |
| YTD | +77.6% | -42.9% | +120.5% | +101.1% |
| 1Y | +188.9% | -43.8% | +232.7% | +228.4% |
| 3Y | +202.3% | +2.1% | +200.2% | +184.1% |
| All | +247.2% | +30.8% | +216.4% | +185.6% |
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