+52.7%
EFA vs TCOM
+29.4%
+23.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -1.5% | -4.9% | +3.4% | -0.9% |
| 30D | -1.7% | -14.4% | +12.7% | +0.3% |
| 3M | +3.5% | -17.7% | +21.2% | +5.8% |
| 6M | +9.5% | -25.1% | +34.6% | +13.4% |
| YTD | +12.9% | -45.7% | +58.6% | +21.4% |
| 1Y | +18.2% | -47.9% | +66.1% | +27.8% |
| 3Y | +64.8% | +8.9% | +55.9% | +57.2% |
| All | +52.7% | +29.4% | +23.3% | +36.6% |
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 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