+67.3%
ED vs TCOM
+25.9%
+41.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.8% |
| 7D | -0.2% | -10.2% | +10.0% | -0.3% |
| 30D | +1.9% | -16.8% | +18.8% | +1.6% |
| 3M | +1.9% | -16.7% | +18.5% | +1.6% |
| 6M | -2.3% | -27.1% | +24.8% | -2.7% |
| YTD | +10.9% | -45.5% | +56.4% | +10.0% |
| 1Y | +14.5% | -45.9% | +60.4% | +13.6% |
| 3Y | +33.4% | +9.8% | +23.6% | +32.5% |
| 5Y | +67.3% | +23.8% | +43.5% | +63.5% |
| All | +67.3% | +25.9% | +41.4% | +63.5% |
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