+3,959.8%
AME vs TCOM
+2,868.4%
+1,091.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.3% |
| 7D | +5.9% | -1.8% | +7.7% | +6.2% |
| 30D | -1.9% | +12.1% | -14.0% | -3.9% |
| 3M | -5.4% | -3.2% | -2.2% | -5.1% |
| 6M | +4.9% | -16.6% | +21.6% | +7.4% |
| YTD | +18.5% | -39.4% | +57.9% | +27.2% |
| 1Y | +25.5% | -41.5% | +67.0% | +35.5% |
| 3Y | +63.0% | +24.4% | +38.7% | +50.0% |
| 5Y | +78.3% | +41.6% | +36.7% | +51.3% |
| 10Y | +447.1% | +6.5% | +440.5% | +362.4% |
| All | +3,959.8% | +2,868.4% | +1,091.4% | +1,820.2% |
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