+8.1%
TCOM vs AMBA
+4.3%
+3.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +6.5% | -2.7% | +9.2% | +6.9% |
| 30D | +13.3% | -10.5% | +23.8% | +15.5% |
| 3M | -6.5% | -26.4% | +20.0% | -1.1% |
| 6M | -16.3% | -20.9% | +4.6% | -16.4% |
| YTD | -38.7% | -14.8% | -23.9% | -40.6% |
| 1Y | -40.1% | -36.1% | -4.0% | -38.4% |
| 3Y | +30.6% | +20.2% | +10.4% | +6.3% |
| 5Y | +45.8% | -67.2% | +113.0% | +50.9% |
| 10Y | +8.1% | +4.9% | +3.1% | -28.6% |
| All | +8.1% | +4.3% | +3.8% | -28.6% |
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