+89.6%
EFV vs TCOM
+8.0%
+81.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.8% | -4.9% | +4.1% | -0.3% |
| 30D | +0.6% | -14.4% | +15.0% | +2.1% |
| 3M | +7.5% | -17.7% | +25.2% | +9.4% |
| 6M | +13.0% | -25.1% | +38.1% | +16.1% |
| YTD | +18.3% | -45.7% | +64.1% | +25.0% |
| 1Y | +26.7% | -47.9% | +74.6% | +34.4% |
| 3Y | +89.6% | +8.9% | +80.6% | +85.3% |
| All | +89.6% | +8.0% | +81.6% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling