+475.8%
AMDL vs TCOM
-43.8%
+519.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.3% | +13.0% | +12.2% |
| 7D | +19.9% | -7.6% | +27.6% | +23.4% |
| 30D | +6.3% | -12.2% | +18.5% | +11.3% |
| 3M | -9.9% | -14.2% | +4.3% | -4.5% |
| 6M | +394.3% | -25.0% | +419.3% | +484.3% |
| YTD | +257.3% | -43.7% | +301.0% | +342.8% |
| All | +475.8% | -43.8% | +519.5% | +597.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling