+595.8%
EAT vs TCOM
+8.0%
+587.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -7.7% | -4.9% | -2.8% | -7.1% |
| 30D | -13.6% | -14.4% | +0.8% | -11.9% |
| 3M | +33.9% | -17.7% | +51.5% | +36.8% |
| 6M | +47.2% | -25.1% | +72.3% | +52.2% |
| YTD | +48.1% | -45.7% | +93.8% | +58.6% |
| 1Y | +33.7% | -47.9% | +81.5% | +43.8% |
| 3Y | +595.8% | +8.9% | +586.8% | +565.6% |
| All | +595.8% | +8.0% | +587.8% | +565.6% |
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 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