+47.6%
AMDL vs TCOM
+2.5%
+45.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +1.3% | +21.0% | +21.7% |
| 7D | -26.2% | +12.1% | -38.3% | -30.5% |
| 30D | -57.1% | +16.5% | -73.6% | -60.7% |
| 3M | -29.8% | -4.0% | -25.8% | -29.6% |
| 6M | -22.2% | -18.5% | -3.7% | -15.3% |
| YTD | +142.1% | -38.3% | +180.4% | +207.5% |
| 1Y | +85.8% | -36.6% | +122.4% | +132.7% |
| All | +47.6% | +2.5% | +45.1% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling