+212.8%
EWY vs TCOM
+7.1%
+205.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | +1.2% | -6.5% | +7.8% | +2.2% |
| 30D | +9.3% | -16.2% | +25.5% | +12.1% |
| 3M | +2.4% | -19.3% | +21.8% | +5.5% |
| 6M | +40.3% | -27.2% | +67.5% | +47.1% |
| YTD | +88.0% | -46.2% | +134.2% | +105.7% |
| 1Y | +143.8% | -46.6% | +190.4% | +167.0% |
| All | +212.8% | +7.1% | +205.6% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling