-12.3%
AMRZ vs TCOM
-39.6%
+27.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.2% | +2.0% | +4.8% |
| 7D | +10.3% | +10.7% | -0.4% | +9.0% |
| 30D | +18.7% | +10.1% | +8.6% | +17.4% |
| 3M | -14.6% | -8.9% | -5.8% | -14.0% |
| 6M | -12.9% | -19.2% | +6.3% | -10.3% |
| YTD | -17.4% | -40.6% | +23.3% | -10.1% |
| 1Y | -12.3% | -39.0% | +26.7% | -5.1% |
| All | -12.3% | -39.6% | +27.3% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling