+1,779.5%
AON vs TCOM
+2,658.7%
-879.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -3.2% | -7.6% | +4.4% | -2.5% |
| 30D | -11.9% | -12.2% | +0.4% | -10.7% |
| 3M | -2.9% | -14.2% | +11.3% | -1.5% |
| 6M | -6.8% | -25.0% | +18.2% | -4.4% |
| YTD | -10.1% | -43.7% | +33.6% | -5.4% |
| 1Y | -14.2% | -44.5% | +30.3% | -9.8% |
| 3Y | -3.3% | +13.4% | -16.7% | -7.0% |
| 5Y | +13.6% | +26.5% | -12.9% | +4.3% |
| 10Y | +209.2% | -10.3% | +219.4% | +183.4% |
| All | +1,779.5% | +2,658.7% | -879.2% | +1,120.3% |
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