+403.2%
TCOM vs ACM
+252.7%
+150.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +6.5% | +6.6% | -0.1% | +3.3% |
| 30D | +13.3% | +19.8% | -6.5% | +4.1% |
| 3M | -6.5% | -3.1% | -3.3% | -6.1% |
| 6M | -16.3% | -11.5% | -4.8% | -13.5% |
| YTD | -38.7% | -24.7% | -14.0% | -32.3% |
| 1Y | -40.1% | -45.1% | +4.9% | -23.7% |
| 3Y | +30.6% | -8.9% | +39.5% | +28.4% |
| 5Y | +45.8% | +5.4% | +40.4% | +32.5% |
| 10Y | +8.1% | +131.1% | -123.0% | -38.9% |
| All | +403.2% | +252.7% | +150.5% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling