+140.1%
AMT vs TCOM
+5.0%
+135.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.2% | -1.4% | -0.8% | -2.1% |
| 30D | +5.8% | +11.5% | -5.7% | +5.1% |
| 3M | +12.6% | -5.2% | +17.8% | +12.8% |
| 6M | +8.3% | -16.9% | +25.2% | +9.2% |
| YTD | +11.4% | -39.9% | +51.3% | +14.0% |
| 1Y | +7.7% | -42.1% | +49.8% | +10.4% |
| 3Y | +14.8% | +28.0% | -13.2% | +10.6% |
| 5Y | -18.0% | +40.4% | -58.3% | -22.9% |
| All | +140.1% | +5.0% | +135.2% | +118.0% |
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 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