+148.7%
EWY vs TCOM
+29.4%
+119.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | -0.1% | -4.9% | +4.8% | +0.8% |
| 30D | +7.3% | -14.4% | +21.7% | +10.2% |
| 3M | -5.1% | -17.7% | +12.5% | -2.3% |
| 6M | +42.1% | -25.1% | +67.2% | +49.0% |
| YTD | +94.1% | -45.7% | +139.9% | +114.5% |
| 1Y | +147.8% | -47.9% | +195.7% | +175.8% |
| 3Y | +222.9% | +8.9% | +214.0% | +202.6% |
| All | +148.7% | +29.4% | +119.3% | +112.9% |
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