+485.7%
EWZ vs TCOM
+2,694.8%
-2,209.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +6.5% | -9.5% | +16.0% | +9.2% |
| 30D | +4.8% | -10.7% | +15.6% | +7.8% |
| 3M | +9.9% | -14.6% | +24.5% | +13.7% |
| 6M | +1.9% | -19.3% | +21.3% | +6.9% |
| YTD | +20.3% | -42.9% | +63.2% | +36.7% |
| 1Y | +35.6% | -43.8% | +79.4% | +54.3% |
| 3Y | +43.4% | +2.1% | +41.3% | +32.9% |
| 5Y | +55.9% | +31.2% | +24.7% | +23.3% |
| 10Y | +84.2% | -13.9% | +98.1% | +54.2% |
| All | +485.7% | +2,694.8% | -2,209.0% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling