+390.8%
TCOM vs AMBA
+722.2%
-331.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +12.1% | +4.5% |
| 7D | +13.6% | -14.6% | +28.2% | +17.0% |
| 30D | +14.5% | -18.8% | +33.3% | +18.9% |
| 3M | -4.7% | -32.6% | +27.9% | +2.3% |
| 6M | -16.4% | -25.8% | +9.4% | -15.3% |
| YTD | -39.1% | -22.1% | -17.0% | -39.6% |
| 1Y | -37.8% | -36.2% | -1.6% | -36.2% |
| 3Y | +31.1% | +10.0% | +21.1% | +11.2% |
| 5Y | +45.7% | -71.6% | +117.3% | +55.3% |
| 10Y | +3.7% | -4.7% | +8.5% | -23.2% |
| All | +390.8% | +722.2% | -331.4% | +148.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling