+7.8%
TCOM vs ABCL
+104.5%
-96.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -9.5% | +0.7% | -10.2% | -9.6% |
| 30D | -10.7% | +93.1% | -103.8% | -14.9% |
| 3M | -14.6% | +79.4% | -94.1% | -18.8% |
| 6M | -19.3% | +214.9% | -234.2% | -27.4% |
| YTD | -42.9% | +234.2% | -277.2% | -49.2% |
| 1Y | -43.8% | +174.8% | -218.5% | -49.5% |
| All | +7.8% | +104.5% | -96.7% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling