+124.0%
EW vs TCOM
-10.5%
+134.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +1.9% | +0.9% |
| 7D | -3.4% | -6.5% | +3.2% | -2.2% |
| 30D | -7.4% | -16.2% | +8.9% | -4.5% |
| 3M | +0.9% | -19.3% | +20.2% | +4.4% |
| 6M | +1.2% | -27.2% | +28.4% | +6.5% |
| YTD | +1.8% | -46.2% | +48.0% | +12.3% |
| 1Y | +10.8% | -46.6% | +57.5% | +22.3% |
| 3Y | +17.1% | +8.4% | +8.8% | +9.5% |
| 5Y | -28.2% | +25.8% | -54.0% | -38.7% |
| All | +124.0% | -10.5% | +134.5% | +101.2% |
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