-10.8%
TCOM vs ACM
+124.8%
-135.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.1% |
| 7D | -10.2% | -3.7% | -6.5% | -8.9% |
| 30D | -16.8% | -12.7% | -4.2% | -12.8% |
| 3M | -16.7% | -9.8% | -6.9% | -14.2% |
| 6M | -27.1% | -31.4% | +4.3% | -16.6% |
| YTD | -45.5% | -32.1% | -13.4% | -37.8% |
| 1Y | -45.9% | -47.8% | +1.9% | -31.6% |
| 3Y | +9.8% | -22.1% | +31.8% | +15.2% |
| 5Y | +23.8% | +1.8% | +22.0% | +15.6% |
| 10Y | -10.8% | +132.5% | -143.3% | -36.7% |
| All | -10.8% | +124.8% | -135.5% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling