+67.6%
EWZ vs TCOM
+26.3%
+41.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | +5.6% | -7.6% | +13.2% | +6.6% |
| 30D | +9.3% | -12.2% | +21.5% | +11.0% |
| 3M | +15.7% | -14.2% | +29.9% | +17.7% |
| 6M | +7.4% | -25.0% | +32.4% | +11.1% |
| YTD | +22.7% | -43.7% | +66.4% | +31.1% |
| 1Y | +36.4% | -44.5% | +80.9% | +45.9% |
| 3Y | +50.4% | +13.4% | +37.0% | +42.7% |
| 5Y | +67.6% | +26.5% | +41.2% | +51.3% |
| All | +67.6% | +26.3% | +41.3% | +51.3% |
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