+3,573.1%
EW vs TCOM
+2,694.8%
+878.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -0.3% | -9.5% | +9.2% | +0.9% |
| 30D | +1.0% | -10.7% | +11.8% | +2.4% |
| 3M | +2.8% | -14.6% | +17.4% | +4.6% |
| 6M | +5.5% | -19.3% | +24.8% | +8.0% |
| YTD | +5.5% | -42.9% | +48.4% | +12.2% |
| 1Y | +11.0% | -43.8% | +54.8% | +18.3% |
| 3Y | +17.7% | +2.1% | +15.6% | +14.2% |
| 5Y | -25.7% | +31.2% | -57.0% | -32.7% |
| 10Y | +132.8% | -13.9% | +146.7% | +113.7% |
| All | +3,573.1% | +2,694.8% | +878.4% | +2,441.5% |
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 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