+672.3%
AU vs TCOM
-9.8%
+682.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -4.3% | -4.9% | +0.6% | -3.9% |
| 30D | +7.3% | -14.4% | +21.7% | +8.6% |
| 3M | +26.3% | -17.7% | +44.0% | +28.0% |
| 6M | +1.8% | -25.1% | +26.9% | +3.9% |
| YTD | +26.8% | -45.7% | +72.5% | +32.3% |
| 1Y | +66.7% | -47.9% | +114.5% | +74.3% |
| 3Y | +579.1% | +8.9% | +570.1% | +566.9% |
| 5Y | +689.3% | +26.9% | +662.5% | +658.9% |
| All | +672.3% | -9.8% | +682.1% | +557.7% |
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