+96.1%
EFV vs TCOM
+21.5%
+74.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -2.0% | -6.5% | +4.5% | -1.2% |
| 30D | -0.2% | -16.2% | +16.0% | +1.8% |
| 3M | +9.1% | -19.3% | +28.5% | +11.6% |
| 6M | +11.7% | -27.2% | +38.9% | +15.5% |
| YTD | +17.0% | -46.2% | +63.2% | +24.9% |
| 1Y | +26.7% | -46.6% | +73.3% | +35.2% |
| 3Y | +90.2% | +8.4% | +81.8% | +82.3% |
| 5Y | +96.1% | +25.8% | +70.3% | +81.3% |
| All | +96.1% | +21.5% | +74.6% | +81.3% |
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 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