+95.0%
AMDL vs TCOM
-5.2%
+100.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.7% |
| 7D | +4.5% | -9.5% | +14.1% | +10.1% |
| 30D | -4.4% | -10.7% | +6.3% | +0.9% |
| 3M | -30.5% | -14.6% | -15.9% | -25.9% |
| 6M | +300.9% | -19.3% | +320.2% | +345.3% |
| YTD | +219.9% | -42.9% | +262.9% | +328.9% |
| 1Y | +374.7% | -43.8% | +418.5% | +541.3% |
| All | +95.0% | -5.2% | +100.2% | +69.5% |
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