+369.1%
EFA vs TCOM
+2,569.4%
-2,200.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -0.5% | -10.2% | +9.7% | +1.4% |
| 30D | -1.3% | -16.8% | +15.5% | +1.8% |
| 3M | +5.2% | -16.7% | +21.9% | +8.1% |
| 6M | +9.4% | -27.1% | +36.4% | +15.0% |
| YTD | +12.7% | -45.5% | +58.2% | +24.1% |
| 1Y | +19.3% | -45.9% | +65.1% | +31.3% |
| 3Y | +66.3% | +9.8% | +56.6% | +56.6% |
| 5Y | +53.4% | +23.8% | +29.6% | +33.7% |
| 10Y | +144.4% | -10.8% | +155.2% | +113.5% |
| All | +369.1% | +2,569.4% | -2,200.3% | +126.8% |
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