+143.0%
ED vs TCOM
+5.0%
+138.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.1% |
| 7D | -1.7% | -1.4% | -0.4% | -1.7% |
| 30D | +10.7% | +11.5% | -0.8% | +10.7% |
| 3M | +11.6% | -5.2% | +16.8% | +11.6% |
| 6M | +13.5% | -16.9% | +30.4% | +13.4% |
| YTD | +23.1% | -39.9% | +63.0% | +23.0% |
| 1Y | +23.1% | -42.1% | +65.1% | +23.0% |
| 3Y | +47.9% | +28.0% | +19.9% | +46.8% |
| 5Y | +83.9% | +40.4% | +43.5% | +82.1% |
| All | +143.0% | +5.0% | +138.1% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling