-41.5%
TCOM vs ACM
-46.0%
+4.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -1.8% | +5.6% | -7.4% | -2.6% |
| 30D | +12.1% | +20.8% | -8.7% | +9.1% |
| 3M | -3.2% | +11.4% | -14.6% | -4.8% |
| 6M | -16.6% | +0.9% | -17.6% | -17.2% |
| YTD | -39.4% | -24.8% | -14.6% | -36.3% |
| 1Y | -41.5% | -46.4% | +4.9% | -37.8% |
| All | -41.5% | -46.0% | +4.5% | -37.8% |
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