-35.9%
EFX vs TCOM
+21.5%
-57.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -11.1% | -6.5% | -4.6% | -10.3% |
| 30D | -7.4% | -16.2% | +8.9% | -5.2% |
| 3M | +1.5% | -19.3% | +20.8% | +4.2% |
| 6M | -13.7% | -27.2% | +13.5% | -10.2% |
| YTD | -21.9% | -46.2% | +24.3% | -16.0% |
| 1Y | -30.8% | -46.6% | +15.8% | -25.6% |
| 3Y | -12.4% | +8.4% | -20.8% | -14.1% |
| 5Y | -35.9% | +25.8% | -61.7% | -40.7% |
| All | -35.9% | +21.5% | -57.5% | -40.7% |
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