+19.1%
AR vs TCOM
-46.2%
+65.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | -1.2% | -10.2% | +9.0% | -0.5% |
| 30D | +5.5% | -16.8% | +22.4% | +6.8% |
| 3M | +12.9% | -16.7% | +29.6% | +14.6% |
| 6M | +0.1% | -27.1% | +27.2% | +3.2% |
| YTD | +13.5% | -45.5% | +59.0% | +22.3% |
| All | +19.1% | -46.2% | +65.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling