+679.0%
ED vs TCOM
+2,868.4%
-2,189.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +2.1% | -1.8% | +3.8% | +2.1% |
| 30D | +10.4% | +12.1% | -1.7% | +9.9% |
| 3M | +12.5% | -3.2% | +15.7% | +12.7% |
| 6M | +14.9% | -16.6% | +31.6% | +15.6% |
| YTD | +24.8% | -39.4% | +64.2% | +27.0% |
| 1Y | +23.8% | -41.5% | +65.4% | +26.1% |
| 3Y | +51.6% | +24.4% | +27.3% | +48.1% |
| 5Y | +86.4% | +41.6% | +44.8% | +78.1% |
| 10Y | +145.4% | +6.5% | +138.9% | +132.5% |
| All | +679.0% | +2,868.4% | -2,189.4% | +473.5% |
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 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