+785.0%
EFX vs TCOM
+2,658.7%
-1,873.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.9% |
| 7D | -7.8% | -7.6% | -0.2% | -6.7% |
| 30D | -5.7% | -12.2% | +6.5% | -3.8% |
| 3M | +2.5% | -14.2% | +16.7% | +4.8% |
| 6M | -16.7% | -25.0% | +8.3% | -13.1% |
| YTD | -20.2% | -43.7% | +23.5% | -13.5% |
| 1Y | -31.4% | -44.5% | +13.2% | -25.5% |
| 3Y | -10.5% | +13.4% | -23.9% | -14.8% |
| 5Y | -35.2% | +26.5% | -61.7% | -42.1% |
| 10Y | +40.2% | -10.3% | +50.4% | +25.3% |
| All | +785.0% | +2,658.7% | -1,873.6% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling