+1,011.9%
EWY vs TCOM
+2,658.7%
-1,646.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.9% |
| 7D | +8.0% | -7.6% | +15.6% | +10.0% |
| 30D | +14.3% | -12.2% | +26.6% | +17.8% |
| 3M | +2.3% | -14.2% | +16.5% | +5.2% |
| 6M | +49.9% | -25.0% | +74.9% | +59.3% |
| YTD | +95.3% | -43.7% | +139.0% | +120.5% |
| 1Y | +161.7% | -44.5% | +206.3% | +196.3% |
| 3Y | +230.2% | +13.4% | +216.7% | +202.2% |
| 5Y | +148.1% | +26.5% | +121.7% | +106.0% |
| 10Y | +293.2% | -10.3% | +303.4% | +232.4% |
| All | +1,011.9% | +2,658.7% | -1,646.7% | +309.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling