-99.9%
AMIX vs TCOM
+15.9%
-115.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.1% | -18.9% | -20.1% |
| 7D | -8.1% | +2.2% | -10.2% | -8.0% |
| 30D | -52.3% | +12.5% | -64.8% | -52.0% |
| 3M | -83.8% | -5.6% | -78.2% | -83.8% |
| 6M | -79.0% | -16.5% | -62.5% | -79.1% |
| YTD | -87.2% | -39.4% | -47.8% | -87.4% |
| 1Y | -91.7% | -41.0% | -50.7% | -91.9% |
| All | -99.9% | +15.9% | -115.8% | -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