+7.9%
AMT vs TCOM
+13.4%
-5.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | -0.2% | -7.6% | +7.5% | -0.2% |
| 30D | +1.8% | -12.2% | +14.1% | +1.9% |
| 3M | -6.2% | -14.2% | +8.0% | -6.2% |
| 6M | -5.0% | -25.0% | +20.0% | -5.3% |
| YTD | +2.1% | -43.7% | +45.7% | +1.3% |
| 1Y | -5.7% | -44.5% | +38.8% | -6.4% |
| 3Y | +7.9% | +13.4% | -5.5% | +8.6% |
| All | +7.9% | +13.4% | -5.5% | +8.6% |
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