+39.7%
EFX vs TCOM
-9.8%
+49.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.4% |
| 7D | -4.5% | -4.9% | +0.4% | -3.8% |
| 30D | -6.1% | -14.4% | +8.3% | -3.9% |
| 3M | +6.2% | -17.7% | +23.9% | +9.2% |
| 6M | -11.2% | -25.1% | +13.9% | -7.5% |
| YTD | -21.4% | -45.7% | +24.3% | -14.5% |
| 1Y | -34.3% | -47.9% | +13.5% | -28.2% |
| 3Y | -12.5% | +8.9% | -21.5% | -15.8% |
| 5Y | -35.6% | +26.9% | -62.4% | -41.7% |
| All | +39.7% | -9.8% | +49.5% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling