+1,518.8%
EAT vs TCOM
+2,694.8%
-1,176.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | 0.0% | -9.5% | +9.5% | +2.2% |
| 30D | +1.9% | -10.7% | +12.6% | +4.4% |
| 3M | +68.7% | -14.6% | +83.3% | +73.9% |
| 6M | +66.9% | -19.3% | +86.2% | +74.1% |
| YTD | +60.4% | -42.9% | +103.4% | +80.0% |
| 1Y | +44.0% | -43.8% | +87.8% | +61.9% |
| 3Y | +604.7% | +2.1% | +602.6% | +561.4% |
| 5Y | +347.0% | +31.2% | +315.8% | +272.8% |
| 10Y | +390.8% | -13.9% | +404.7% | +328.8% |
| All | +1,518.8% | +2,694.8% | -1,176.0% | +651.4% |
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