+82.6%
ED vs TCOM
+43.1%
+39.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | -0.9% | +2.2% | -3.1% | -0.9% |
| 30D | +11.2% | +12.5% | -1.3% | +11.4% |
| 3M | +11.8% | -5.6% | +17.4% | +11.7% |
| 6M | +14.1% | -16.5% | +30.5% | +13.8% |
| YTD | +23.0% | -39.4% | +62.3% | +22.2% |
| 1Y | +23.7% | -41.0% | +64.6% | +22.8% |
| 3Y | +47.7% | +29.2% | +18.5% | +47.0% |
| 5Y | +82.6% | +41.6% | +41.0% | +78.9% |
| All | +82.6% | +43.1% | +39.6% | +78.9% |
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