-8.3%
TCOM vs AMBA
-9.0%
+0.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -9.5% | -11.0% | +1.4% | -7.2% |
| 30D | -10.7% | -23.2% | +12.4% | -5.7% |
| 3M | -14.6% | -12.7% | -1.9% | -14.7% |
| 6M | -19.3% | +11.2% | -30.5% | -25.2% |
| YTD | -42.9% | -11.2% | -31.7% | -44.7% |
| 1Y | -43.8% | -22.5% | -21.2% | -44.6% |
| 3Y | +2.1% | -1.3% | +3.4% | -11.6% |
| 5Y | +31.2% | -54.2% | +85.4% | +25.5% |
| All | -8.3% | -9.0% | +0.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling