+7.8%
TCOM vs ACM
+132.6%
-124.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | -1.8% | +5.6% | -7.4% | -4.0% |
| 30D | +12.1% | +20.8% | -8.7% | +3.7% |
| 3M | -3.2% | +11.4% | -14.6% | -7.8% |
| 6M | -16.6% | +0.9% | -17.6% | -18.3% |
| YTD | -39.4% | -24.8% | -14.6% | -33.4% |
| 1Y | -41.5% | -46.4% | +4.9% | -25.9% |
| 3Y | +24.4% | -9.2% | +33.6% | +22.3% |
| 5Y | +41.6% | +5.0% | +36.6% | +29.3% |
| All | +7.8% | +132.6% | -124.8% | -32.3% |
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 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