+531.1%
EQT vs TCOM
+2,536.0%
-2,004.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -1.2% | -6.5% | +5.4% | -0.1% |
| 30D | +1.1% | -16.2% | +17.3% | +4.0% |
| 3M | +4.8% | -19.3% | +24.1% | +8.1% |
| 6M | -10.6% | -27.2% | +16.6% | -6.3% |
| YTD | +3.4% | -46.2% | +49.6% | +13.6% |
| 1Y | +8.7% | -46.6% | +55.3% | +19.4% |
| 3Y | +35.0% | +8.4% | +26.6% | +27.9% |
| 5Y | +204.2% | +25.8% | +178.4% | +166.2% |
| 10Y | +52.5% | -11.9% | +64.4% | +34.1% |
| All | +531.1% | +2,536.0% | -2,004.9% | +210.7% |
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 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