+10.3%
ARM vs TCOM
-37.8%
+48.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.5% | +4.7% |
| 7D | -15.2% | +12.1% | -27.3% | -15.7% |
| 30D | -40.7% | +16.5% | -57.2% | -41.3% |
| 3M | -39.1% | -4.0% | -35.0% | -37.9% |
| 6M | -26.4% | -18.5% | -7.9% | -19.9% |
| YTD | +59.7% | -38.3% | +98.0% | +80.4% |
| 1Y | +10.3% | -36.6% | +46.9% | +23.9% |
| All | +10.3% | -37.8% | +48.1% | +23.9% |
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