+312.6%
EAT vs TCOM
+25.9%
+286.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.6% |
| 7D | -6.8% | -10.2% | +3.4% | -4.8% |
| 30D | -5.4% | -16.8% | +11.5% | -2.0% |
| 3M | +42.8% | -16.7% | +59.4% | +47.3% |
| 6M | +56.5% | -27.1% | +83.6% | +65.7% |
| YTD | +50.0% | -45.5% | +95.5% | +67.4% |
| 1Y | +38.3% | -45.9% | +84.1% | +54.3% |
| 3Y | +591.6% | +9.8% | +581.9% | +530.9% |
| 5Y | +312.6% | +23.8% | +288.8% | +245.6% |
| All | +312.6% | +25.9% | +286.7% | +245.6% |
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 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