-43.8%
TCOM vs ACM
-45.8%
+2.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -9.5% | -3.7% | -5.8% | -9.0% |
| 30D | -10.7% | -11.1% | +0.4% | -9.3% |
| 3M | -14.6% | -8.0% | -6.6% | -13.8% |
| 6M | -19.3% | -29.7% | +10.3% | -13.9% |
| YTD | -42.9% | -29.4% | -13.6% | -39.1% |
| 1Y | -43.8% | -46.4% | +2.6% | -38.3% |
| All | -43.8% | -45.8% | +2.0% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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