+65.9%
EW vs TCOM
+26.7%
+39.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | +4.9% | -1.8% | +6.7% | +5.1% |
| 30D | +23.9% | +12.1% | +11.9% | +22.3% |
| 3M | +15.8% | -3.2% | +19.0% | +16.1% |
| 6M | +31.7% | -16.6% | +48.3% | +33.9% |
| YTD | +25.7% | -39.4% | +65.1% | +31.7% |
| 1Y | +24.4% | -41.5% | +66.0% | +30.9% |
| 3Y | +65.9% | +24.4% | +41.5% | +59.2% |
| All | +65.9% | +26.7% | +39.2% | +59.2% |
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 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