+84.1%
EWZ vs TCOM
-9.7%
+93.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | +5.6% | -7.6% | +13.2% | +7.5% |
| 30D | +9.3% | -12.2% | +21.5% | +12.5% |
| 3M | +15.7% | -14.2% | +29.9% | +19.2% |
| 6M | +7.4% | -25.0% | +32.4% | +14.2% |
| YTD | +22.7% | -43.7% | +66.4% | +38.4% |
| 1Y | +36.4% | -44.5% | +80.9% | +54.1% |
| 3Y | +50.4% | +13.4% | +37.0% | +34.8% |
| 5Y | +67.6% | +26.5% | +41.2% | +34.5% |
| 10Y | +84.1% | -10.3% | +94.3% | +47.6% |
| All | +84.1% | -9.7% | +93.8% | +47.6% |
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 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