-40.1%
TCOM vs ACM
-45.8%
+5.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +6.5% | +6.6% | -0.1% | +5.5% |
| 30D | +13.3% | +19.8% | -6.5% | +10.4% |
| 3M | -6.5% | -3.1% | -3.3% | -6.3% |
| 6M | -16.3% | -11.5% | -4.8% | -14.9% |
| YTD | -38.7% | -24.7% | -14.0% | -35.6% |
| 1Y | -40.1% | -45.1% | +4.9% | -35.9% |
| All | -40.1% | -45.8% | +5.6% | -35.9% |
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