+97.2%
AMCR vs TCOM
+313.7%
-216.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.5% |
| 7D | -6.3% | -10.2% | +3.9% | -5.6% |
| 30D | -7.1% | -16.8% | +9.7% | -6.0% |
| 3M | +12.7% | -16.7% | +29.4% | +13.9% |
| 6M | +5.2% | -27.1% | +32.2% | +7.3% |
| YTD | +8.1% | -45.5% | +53.6% | +12.2% |
| 1Y | +11.7% | -45.9% | +57.6% | +16.0% |
| 3Y | +9.9% | +9.8% | +0.2% | +7.7% |
| 5Y | -8.7% | +23.8% | -32.5% | -12.8% |
| 10Y | +16.8% | -10.8% | +27.6% | +9.5% |
| All | +97.2% | +313.7% | -216.5% | +83.8% |
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 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