-13.0%
EFX vs TCOM
+7.1%
-20.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | -11.1% | -6.5% | -4.6% | -10.2% |
| 30D | -7.4% | -16.2% | +8.9% | -4.8% |
| 3M | +1.5% | -19.3% | +20.8% | +4.7% |
| 6M | -13.7% | -27.2% | +13.5% | -9.6% |
| YTD | -21.9% | -46.2% | +24.3% | -15.3% |
| 1Y | -30.8% | -46.6% | +15.8% | -24.9% |
| All | -13.0% | +7.1% | -20.1% | -9.9% |
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