+303.5%
EWY vs TCOM
-9.8%
+313.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -0.1% | -4.9% | +4.8% | +1.0% |
| 30D | +7.3% | -14.4% | +21.7% | +11.0% |
| 3M | -5.1% | -17.7% | +12.5% | -1.6% |
| 6M | +42.1% | -25.1% | +67.2% | +50.7% |
| YTD | +94.1% | -45.7% | +139.9% | +119.9% |
| 1Y | +147.8% | -47.9% | +195.7% | +183.2% |
| 3Y | +222.9% | +8.9% | +214.0% | +197.0% |
| 5Y | +150.6% | +26.9% | +123.8% | +108.1% |
| All | +303.5% | -9.8% | +313.3% | +237.2% |
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