-99.9%
AMIX vs TCOM
+17.9%
-117.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | -16.0% | +12.1% | -28.1% | -15.5% |
| 30D | -55.4% | +16.5% | -71.9% | -55.1% |
| 3M | -87.5% | -4.0% | -83.5% | -87.5% |
| 6M | -81.2% | -18.5% | -62.7% | -81.3% |
| YTD | -86.8% | -38.3% | -48.5% | -87.1% |
| 1Y | -91.6% | -36.6% | -55.0% | -91.8% |
| All | -99.9% | +17.9% | -117.8% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling