-98.7%
AMC vs TCOM
+3.5%
-102.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.6% |
| 7D | +6.6% | +7.4% | -0.9% | +3.4% |
| 30D | +14.1% | +13.2% | +0.9% | +8.3% |
| 3M | +31.3% | -4.6% | +35.8% | +33.5% |
| 6M | +126.7% | -16.4% | +143.1% | +143.7% |
| YTD | +117.9% | -38.8% | +156.7% | +162.3% |
| 1Y | +41.1% | -37.3% | +78.4% | +68.0% |
| 3Y | -61.0% | +31.4% | -92.4% | -69.4% |
| 5Y | -99.1% | +45.5% | -144.7% | -99.4% |
| 10Y | -98.7% | +4.6% | -103.3% | -99.1% |
| All | -98.7% | +3.5% | -102.2% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling