-29.4%
EW vs TCOM
+25.9%
-55.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.2% |
| 7D | -5.1% | -10.2% | +5.1% | -3.9% |
| 30D | -6.4% | -16.8% | +10.5% | -4.3% |
| 3M | -1.6% | -16.7% | +15.1% | +0.4% |
| 6M | +2.3% | -27.1% | +29.4% | +5.9% |
| YTD | +1.1% | -45.5% | +46.6% | +8.0% |
| 1Y | +8.0% | -45.9% | +53.9% | +15.3% |
| 3Y | +16.3% | +9.8% | +6.6% | +11.3% |
| 5Y | -29.4% | +23.8% | -53.2% | -37.4% |
| All | -29.4% | +25.9% | -55.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling