-79.0%
AMIX vs TCOM
-14.9%
-64.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -1.1% | -18.9% | -20.2% |
| 7D | -8.1% | +2.2% | -10.2% | -7.6% |
| 30D | -52.3% | +12.5% | -64.8% | -51.1% |
| 3M | -83.8% | -5.6% | -78.2% | -83.2% |
| 6M | -79.0% | -16.5% | -62.5% | -77.3% |
| All | -79.0% | -14.9% | -64.0% | -77.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling