+149.4%
EWT vs TCOM
+29.4%
+120.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | -1.1% | -4.9% | +3.8% | -0.4% |
| 30D | +4.5% | -14.4% | +18.8% | +6.8% |
| 3M | +8.3% | -17.7% | +25.9% | +11.0% |
| 6M | +54.2% | -25.1% | +79.3% | +60.4% |
| YTD | +74.6% | -45.7% | +120.3% | +89.5% |
| 1Y | +84.9% | -47.9% | +132.8% | +101.8% |
| 3Y | +197.5% | +8.9% | +188.6% | +183.5% |
| All | +149.4% | +29.4% | +120.0% | +121.7% |
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