-99.9%
AMIX vs TCOM
+15.8%
-115.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.1% |
| 7D | -9.9% | -1.8% | -8.1% | -10.0% |
| 30D | -52.8% | +12.1% | -64.8% | -52.5% |
| 3M | -80.0% | -3.2% | -76.8% | -80.0% |
| 6M | -80.2% | -16.6% | -63.6% | -80.3% |
| YTD | -88.1% | -39.4% | -48.7% | -88.4% |
| 1Y | -91.1% | -41.5% | -49.5% | -91.2% |
| All | -99.9% | +15.8% | -115.7% | -99.9% |
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