-20.3%
AMRZ vs TCOM
-23.0%
+2.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -4.0% | -1.4% | -2.7% | -3.9% |
| 30D | +12.4% | +11.5% | +0.9% | +10.9% |
| 3M | -11.5% | -5.2% | -6.3% | -11.1% |
| 6M | -21.6% | -16.9% | -4.7% | -19.8% |
| YTD | -23.4% | -39.9% | +16.5% | -17.7% |
| 1Y | -17.2% | -42.1% | +24.9% | -10.6% |
| All | -20.3% | -23.0% | +2.7% | -19.3% |
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 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