-14.7%
AMRZ vs TCOM
-26.9%
+12.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.9% | -9.5% | +7.6% | -0.8% |
| 30D | -16.9% | -10.7% | -6.2% | -15.9% |
| 3M | -19.2% | -14.6% | -4.6% | -17.9% |
| 6M | -29.3% | -19.3% | -10.0% | -27.5% |
| YTD | -18.0% | -42.9% | +25.0% | -11.2% |
| 1Y | -15.1% | -43.8% | +28.7% | -8.0% |
| All | -14.7% | -26.9% | +12.2% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling