+2,155.8%
AMP vs TCOM
+924.7%
+1,231.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.6% |
| 7D | -2.0% | -6.5% | +4.5% | -0.3% |
| 30D | -1.7% | -16.2% | +14.6% | +3.0% |
| 3M | +23.2% | -19.3% | +42.5% | +29.8% |
| 6M | +22.2% | -27.2% | +49.4% | +32.2% |
| YTD | +14.0% | -46.2% | +60.2% | +32.6% |
| 1Y | +14.0% | -46.6% | +60.6% | +32.7% |
| 3Y | +67.0% | +8.4% | +58.6% | +51.3% |
| 5Y | +123.2% | +25.8% | +97.4% | +77.2% |
| 10Y | +578.5% | -11.9% | +590.4% | +456.4% |
| All | +2,155.8% | +924.7% | +1,231.1% | +646.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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