+1,294.5%
EAT vs TCOM
+2,868.4%
-1,573.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -4.0% | -1.8% | -2.2% | -3.6% |
| 30D | -2.9% | +12.1% | -15.0% | -5.5% |
| 3M | -16.9% | -3.2% | -13.7% | -16.5% |
| 6M | +57.0% | -16.6% | +73.6% | +62.2% |
| YTD | +38.2% | -39.4% | +77.6% | +52.7% |
| 1Y | +69.3% | -41.5% | +110.8% | +88.4% |
| 3Y | +483.0% | +24.4% | +458.6% | +423.0% |
| 5Y | +364.1% | +41.6% | +322.6% | +280.6% |
| 10Y | +320.8% | +6.5% | +314.2% | +252.2% |
| All | +1,294.5% | +2,868.4% | -1,573.9% | +537.4% |
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