+406.5%
TCOM vs ACM
+233.3%
+173.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +12.1% | +5.4% | +6.7% | +9.4% |
| 30D | +16.5% | +15.1% | +1.4% | +9.1% |
| 3M | -4.0% | -10.5% | +6.4% | -0.1% |
| 6M | -18.5% | -19.7% | +1.2% | -11.8% |
| YTD | -38.3% | -28.8% | -9.5% | -30.0% |
| 1Y | -36.6% | -47.9% | +11.3% | -17.2% |
| 3Y | +31.1% | -12.4% | +43.5% | +31.3% |
| 5Y | +47.6% | +0.6% | +47.0% | +37.2% |
| 10Y | +5.1% | +161.3% | -156.2% | -44.7% |
| All | +406.5% | +233.3% | +173.2% | +94.2% |
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