+120.4%
AS vs TCOM
+10.9%
+109.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | -4.9% | -9.5% | +4.6% | -2.2% |
| 30D | -19.6% | -10.7% | -8.9% | -17.0% |
| 3M | -14.4% | -14.6% | +0.2% | -10.8% |
| 6M | -20.1% | -19.3% | -0.8% | -15.4% |
| YTD | -20.9% | -42.9% | +22.0% | -8.4% |
| 1Y | -21.9% | -43.8% | +21.9% | -9.2% |
| All | +120.4% | +10.9% | +109.5% | +119.8% |
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