+34.4%
TCOM vs ABCL
-79.6%
+114.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +6.5% | +2.3% | +4.2% | +6.1% |
| 30D | +13.3% | -0.7% | +14.0% | +12.9% |
| 3M | -6.5% | +33.4% | -39.9% | -10.5% |
| 6M | -16.3% | +137.8% | -154.1% | -27.0% |
| YTD | -38.7% | +264.3% | -303.0% | -50.1% |
| 1Y | -40.1% | +209.2% | -249.3% | -50.3% |
| 3Y | +30.6% | +208.4% | -177.8% | +1.8% |
| 5Y | +45.8% | -11.9% | +57.7% | +30.1% |
| All | +34.4% | -79.6% | +114.0% | +23.7% |
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