+50.3%
EWZ vs TCOM
+3.5%
+46.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | +1.4% | +7.4% | -6.0% | -0.3% |
| 30D | -25.1% | +13.2% | -38.3% | -27.3% |
| 3M | -7.7% | -4.6% | -3.2% | -7.0% |
| 6M | -15.8% | -16.4% | +0.6% | -12.9% |
| YTD | +3.6% | -38.8% | +42.4% | +14.3% |
| 1Y | +5.5% | -37.3% | +42.8% | +15.5% |
| 3Y | +22.1% | +31.4% | -9.3% | +5.8% |
| 5Y | +58.3% | +45.5% | +12.8% | +22.9% |
| 10Y | +50.3% | +4.6% | +45.6% | +17.4% |
| All | +50.3% | +3.5% | +46.8% | +17.4% |
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