+678.6%
AU vs TCOM
+29.4%
+649.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.3% | -4.9% | +0.6% | -3.8% |
| 30D | +7.3% | -14.4% | +21.7% | +9.1% |
| 3M | +26.3% | -17.7% | +44.0% | +28.6% |
| 6M | +1.8% | -25.1% | +26.9% | +4.7% |
| YTD | +26.8% | -45.7% | +72.5% | +34.6% |
| 1Y | +66.7% | -47.9% | +114.5% | +77.6% |
| 3Y | +579.1% | +8.9% | +570.1% | +556.7% |
| All | +678.6% | +29.4% | +649.2% | +617.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling