-36.6%
TCOM vs ABCL
+152.2%
-188.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.7% | -5.5% | +1.2% |
| 7D | +12.1% | -3.2% | +15.3% | +12.1% |
| 30D | +16.5% | -7.4% | +23.9% | +16.5% |
| 3M | -4.0% | +81.9% | -86.0% | -6.0% |
| 6M | -18.5% | +135.7% | -154.2% | -22.5% |
| YTD | -38.3% | +247.4% | -285.7% | -44.1% |
| 1Y | -36.6% | +162.3% | -198.9% | -41.3% |
| All | -36.6% | +152.2% | -188.8% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling