+17.1%
EW vs TCOM
+13.4%
+3.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | -4.4% | -7.6% | +3.2% | -3.7% |
| 30D | -3.3% | -12.2% | +8.9% | -2.1% |
| 3M | +1.0% | -14.2% | +15.2% | +2.4% |
| 6M | +6.2% | -25.0% | +31.2% | +9.2% |
| YTD | +1.7% | -43.7% | +45.4% | +7.2% |
| 1Y | +8.1% | -44.5% | +52.7% | +14.0% |
| 3Y | +17.1% | +13.4% | +3.7% | +14.5% |
| All | +17.1% | +13.4% | +3.7% | +14.5% |
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