+207.2%
AU vs TCOM
+2,569.4%
-2,362.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +1.1% |
| 7D | +0.6% | -10.2% | +10.8% | +2.1% |
| 30D | +12.3% | -16.8% | +29.1% | +15.1% |
| 3M | +29.4% | -16.7% | +46.0% | +32.1% |
| 6M | +3.2% | -27.1% | +30.3% | +7.4% |
| YTD | +31.8% | -45.5% | +77.3% | +42.0% |
| 1Y | +83.4% | -45.9% | +129.3% | +97.7% |
| 3Y | +623.1% | +9.8% | +613.3% | +590.6% |
| 5Y | +700.5% | +23.8% | +676.7% | +622.4% |
| 10Y | +717.6% | -10.8% | +728.4% | +627.1% |
| All | +207.2% | +2,569.4% | -2,362.3% | +41.6% |
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