+985.8%
ASX vs TCOM
+5.9%
+979.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.2% |
| 7D | +12.4% | -1.8% | +14.2% | +12.8% |
| 30D | -19.8% | +12.1% | -31.9% | -22.1% |
| 3M | -10.3% | -3.2% | -7.1% | -10.2% |
| 6M | +1.2% | -16.6% | +17.9% | +4.2% |
| YTD | +123.0% | -39.4% | +162.4% | +145.3% |
| 1Y | +145.4% | -41.5% | +187.0% | +172.0% |
| 3Y | +368.6% | +24.4% | +344.2% | +316.1% |
| 5Y | +486.0% | +41.6% | +444.4% | +374.5% |
| All | +985.8% | +5.9% | +979.9% | +770.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling