-45.9%
TCOM vs ACM
-48.7%
+2.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -2.7% |
| 7D | -10.2% | -3.7% | -6.5% | -9.6% |
| 30D | -16.8% | -12.7% | -4.2% | -15.2% |
| 3M | -16.7% | -9.8% | -6.9% | -15.6% |
| 6M | -27.1% | -31.4% | +4.3% | -21.9% |
| YTD | -45.5% | -32.1% | -13.4% | -41.4% |
| 1Y | -45.9% | -47.8% | +1.9% | -40.8% |
| All | -45.9% | -48.7% | +2.8% | -40.8% |
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