+2.0%
EWZ vs TCOM
-40.9%
+43.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.6% | +2.2% | -1.6% | +0.5% |
| 30D | -25.5% | +12.5% | -38.0% | -25.9% |
| 3M | -4.5% | -5.6% | +1.1% | -4.4% |
| 6M | -15.3% | -16.5% | +1.2% | -14.6% |
| YTD | +3.1% | -39.4% | +42.4% | +3.0% |
| All | +2.0% | -40.9% | +43.0% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling