+2,139.5%
AMT vs TCOM
+2,694.8%
-555.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -0.2% | -9.5% | +9.3% | +1.1% |
| 30D | +4.6% | -10.7% | +15.4% | +6.1% |
| 3M | -8.4% | -14.6% | +6.2% | -6.7% |
| 6M | -6.0% | -19.3% | +13.3% | -3.6% |
| YTD | +2.1% | -42.9% | +45.1% | +9.1% |
| 1Y | -6.4% | -43.8% | +37.4% | +0.1% |
| 3Y | +8.1% | +2.1% | +6.0% | +3.3% |
| 5Y | -31.9% | +31.2% | -63.1% | -40.2% |
| 10Y | +97.1% | -13.9% | +111.0% | +73.9% |
| All | +2,139.5% | +2,694.8% | -555.3% | +893.6% |
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 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