+15.4%
AUR vs TCOM
-46.9%
+62.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +1.4% | -4.9% | +6.3% | +3.2% |
| 30D | -6.4% | -14.4% | +8.0% | -1.2% |
| 3M | +7.7% | -17.7% | +25.4% | +15.1% |
| 6M | +44.5% | -25.1% | +69.6% | +63.1% |
| YTD | +67.4% | -45.7% | +113.2% | +97.6% |
| 1Y | +15.4% | -47.9% | +63.3% | +36.8% |
| All | +15.4% | -46.9% | +62.4% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling