-97.7%
AMC vs TCOM
+85.9%
-183.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.7% | +1.5% |
| 7D | +2.6% | +12.1% | -9.5% | -1.4% |
| 30D | +9.0% | +16.5% | -7.5% | +3.4% |
| 3M | +22.2% | -4.0% | +26.2% | +23.7% |
| 6M | +91.5% | -18.5% | +110.0% | +105.6% |
| YTD | +101.3% | -38.3% | +139.6% | +135.3% |
| 1Y | +20.8% | -36.6% | +57.4% | +39.7% |
| 3Y | -71.3% | +31.1% | -102.5% | -76.2% |
| 5Y | -99.2% | +47.6% | -146.8% | -99.4% |
| 10Y | -98.7% | +5.1% | -103.8% | -99.0% |
| All | -97.7% | +85.9% | -183.6% | -98.5% |
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