+57.8%
EWZ vs TCOM
+44.6%
+13.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -1.5% | +12.1% | -13.6% | -2.9% |
| 30D | -24.5% | +16.5% | -41.0% | -26.0% |
| 3M | -10.7% | -4.0% | -6.7% | -10.3% |
| 6M | -19.1% | -18.5% | -0.6% | -17.2% |
| YTD | +1.6% | -38.3% | +39.9% | +7.2% |
| 1Y | +4.3% | -36.6% | +40.9% | +9.6% |
| 3Y | +19.0% | +31.1% | -12.2% | +10.8% |
| All | +57.8% | +44.6% | +13.3% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling