+66.5%
EWZ vs TCOM
+5.9%
+60.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | +0.8% | -1.8% | +2.5% | +1.2% |
| 30D | -24.4% | +12.1% | -36.5% | -26.4% |
| 3M | -4.6% | -3.2% | -1.4% | -4.1% |
| 6M | -11.6% | -16.6% | +5.1% | -8.5% |
| YTD | +2.4% | -39.4% | +41.8% | +13.1% |
| 1Y | +2.1% | -41.5% | +43.6% | +13.6% |
| 3Y | +18.7% | +24.4% | -5.7% | +4.5% |
| 5Y | +54.2% | +41.6% | +12.6% | +20.9% |
| All | +66.5% | +5.9% | +60.6% | +34.1% |
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