+23.5%
TCOM vs ABCL
-81.2%
+104.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -7.6% | +1.4% | -9.0% | -7.8% |
| 30D | -12.2% | +65.1% | -77.3% | -17.9% |
| 3M | -14.2% | +111.1% | -125.3% | -23.1% |
| 6M | -25.0% | +231.6% | -256.6% | -37.3% |
| YTD | -43.7% | +234.5% | -278.2% | -53.4% |
| 1Y | -44.5% | +174.3% | -218.9% | -53.4% |
| 3Y | +13.4% | +111.5% | -98.0% | -6.0% |
| 5Y | +26.5% | -37.3% | +63.7% | +16.8% |
| All | +23.5% | -81.2% | +104.7% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling