+49.5%
EQT vs TCOM
-10.5%
+60.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -1.2% | -6.5% | +5.4% | -0.3% |
| 30D | +1.1% | -16.2% | +17.3% | +3.5% |
| 3M | +4.8% | -19.3% | +24.1% | +7.6% |
| 6M | -10.6% | -27.2% | +16.6% | -7.0% |
| YTD | +3.4% | -46.2% | +49.6% | +12.0% |
| 1Y | +8.7% | -46.6% | +55.3% | +17.8% |
| 3Y | +35.0% | +8.4% | +26.6% | +29.0% |
| 5Y | +204.2% | +25.8% | +178.4% | +174.0% |
| All | +49.5% | -10.5% | +60.1% | +30.7% |
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 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