-20.2%
AMRZ vs TCOM
-30.2%
+10.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.0% |
| 7D | -4.7% | -10.2% | +5.5% | -3.5% |
| 30D | -11.3% | -16.8% | +5.6% | -9.5% |
| 3M | -22.1% | -16.7% | -5.4% | -20.7% |
| 6M | -29.6% | -27.1% | -2.5% | -26.8% |
| YTD | -23.3% | -45.5% | +22.2% | -16.6% |
| 1Y | -23.7% | -45.9% | +22.1% | -17.0% |
| All | -20.2% | -30.2% | +10.0% | -18.3% |
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 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