+368.4%
TCOM vs ACM
+230.8%
+137.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -9.5% | -3.7% | -5.8% | -7.9% |
| 30D | -10.7% | -11.1% | +0.4% | -6.4% |
| 3M | -14.6% | -8.0% | -6.6% | -12.4% |
| 6M | -19.3% | -29.7% | +10.3% | -7.0% |
| YTD | -42.9% | -29.4% | -13.6% | -34.8% |
| 1Y | -43.8% | -46.4% | +2.6% | -27.4% |
| 3Y | +2.1% | -22.3% | +24.5% | +8.5% |
| 5Y | +31.2% | +4.5% | +26.8% | +19.7% |
| 10Y | -13.9% | +127.6% | -141.6% | -51.3% |
| All | +368.4% | +230.8% | +137.6% | +80.9% |
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 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