+6.6%
TCOM vs AMBA
+7.9%
-1.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -1.8% |
| 7D | +2.2% | +2.6% | -0.4% | +1.3% |
| 30D | +12.5% | -3.6% | +16.1% | +12.8% |
| 3M | -5.6% | -24.6% | +19.0% | -0.8% |
| 6M | -16.5% | -21.6% | +5.2% | -16.3% |
| YTD | -39.4% | -11.8% | -27.6% | -41.7% |
| 1Y | -41.0% | -33.2% | -7.8% | -39.8% |
| 3Y | +29.2% | +24.5% | +4.7% | +4.4% |
| 5Y | +41.6% | -67.7% | +109.3% | +47.2% |
| 10Y | +6.6% | +4.7% | +1.9% | -30.3% |
| All | +6.6% | +7.9% | -1.2% | -30.3% |
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