+590.7%
ED vs TCOM
+2,694.8%
-2,104.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -0.2% | -9.5% | +9.3% | +0.2% |
| 30D | -0.1% | -10.7% | +10.6% | +0.3% |
| 3M | +3.9% | -14.6% | +18.6% | +4.5% |
| 6M | -3.0% | -19.3% | +16.3% | -2.3% |
| YTD | +10.7% | -42.9% | +53.6% | +12.9% |
| 1Y | +13.3% | -43.8% | +57.1% | +15.6% |
| 3Y | +34.5% | +2.1% | +32.4% | +32.4% |
| 5Y | +67.1% | +31.2% | +35.9% | +60.1% |
| 10Y | +103.0% | -13.9% | +117.0% | +94.6% |
| All | +590.7% | +2,694.8% | -2,104.0% | +409.8% |
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