-13.5%
AMT vs TCOM
+40.6%
-54.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +1.5% | -1.8% | +3.3% | +1.6% |
| 30D | +6.8% | +12.1% | -5.3% | +6.2% |
| 3M | +11.2% | -3.2% | +14.4% | +11.3% |
| 6M | +12.5% | -16.6% | +29.1% | +13.2% |
| YTD | +12.5% | -39.4% | +51.9% | +14.6% |
| 1Y | +10.1% | -41.5% | +51.6% | +12.4% |
| 3Y | +16.0% | +24.4% | -8.3% | +11.3% |
| All | -13.5% | +40.6% | -54.0% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling