+416.2%
AME vs TCOM
-10.5%
+426.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | 0.0% | -6.5% | +6.5% | +1.0% |
| 30D | -8.6% | -16.2% | +7.6% | -6.3% |
| 3M | +5.8% | -19.3% | +25.1% | +8.7% |
| 6M | +3.8% | -27.2% | +31.1% | +8.3% |
| YTD | +14.4% | -46.2% | +60.6% | +24.4% |
| 1Y | +25.8% | -46.6% | +72.4% | +36.7% |
| 3Y | +55.2% | +8.4% | +46.8% | +46.0% |
| 5Y | +85.5% | +25.8% | +59.7% | +61.5% |
| All | +416.2% | -10.5% | +426.8% | +334.0% |
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