+145.7%
AMDL vs TCOM
-0.2%
+145.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.9% | +12.8% | +12.3% |
| 7D | +103.5% | -1.4% | +104.9% | +104.6% |
| 30D | -18.3% | +11.5% | -29.8% | -23.8% |
| 3M | +20.1% | -5.2% | +25.3% | +20.9% |
| 6M | +15.9% | -16.9% | +32.8% | +23.8% |
| YTD | +303.0% | -39.9% | +342.9% | +416.9% |
| 1Y | +164.0% | -42.1% | +206.1% | +246.1% |
| All | +145.7% | -0.2% | +145.9% | +104.3% |
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