+325.3%
ASX vs TCOM
+30.2%
+295.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.3% | +5.1% | +6.3% |
| 7D | -19.9% | +12.1% | -32.0% | -21.0% |
| 30D | -30.9% | +16.5% | -47.4% | -32.3% |
| 3M | -15.1% | -4.0% | -11.0% | -14.6% |
| 6M | -6.5% | -18.5% | +12.0% | -3.5% |
| YTD | +98.4% | -38.3% | +136.7% | +113.1% |
| 1Y | +107.9% | -36.6% | +144.5% | +122.0% |
| 3Y | +325.3% | +31.1% | +294.1% | +294.0% |
| All | +325.3% | +30.2% | +295.1% | +294.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling