+35.8%
EQT vs TCOM
+7.1%
+28.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -1.2% | -6.5% | +5.4% | -0.5% |
| 30D | +1.1% | -16.2% | +17.3% | +2.9% |
| 3M | +4.8% | -19.3% | +24.1% | +7.0% |
| 6M | -10.6% | -27.2% | +16.6% | -7.6% |
| YTD | +3.4% | -46.2% | +49.6% | +10.9% |
| 1Y | +8.7% | -46.6% | +55.3% | +16.5% |
| All | +35.8% | +7.1% | +28.7% | +37.4% |
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 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