+513.6%
EWT vs TCOM
-9.8%
+523.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -4.9% | +3.8% | -0.2% |
| 30D | +4.5% | -14.4% | +18.8% | +7.3% |
| 3M | +8.3% | -17.7% | +25.9% | +11.6% |
| 6M | +54.2% | -25.1% | +79.3% | +61.7% |
| YTD | +74.6% | -45.7% | +120.3% | +93.0% |
| 1Y | +84.9% | -47.9% | +132.8% | +105.7% |
| 3Y | +197.5% | +8.9% | +188.6% | +179.3% |
| 5Y | +150.6% | +26.9% | +123.7% | +117.0% |
| All | +513.6% | -9.8% | +523.4% | +426.4% |
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 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