+369.8%
EAT vs TCOM
+42.2%
+327.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.1% |
| 7D | -8.9% | +2.2% | -11.1% | -9.3% |
| 30D | +3.4% | +12.5% | -9.1% | +1.0% |
| 3M | -9.3% | -5.6% | -3.7% | -8.5% |
| 6M | +43.8% | -16.5% | +60.2% | +47.9% |
| YTD | +39.9% | -39.4% | +79.2% | +52.6% |
| 1Y | +89.7% | -41.0% | +130.7% | +108.0% |
| 3Y | +491.3% | +29.2% | +462.0% | +421.1% |
| All | +369.8% | +42.2% | +327.5% | +297.3% |
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