+397.4%
EWZ vs TCOM
+2,902.5%
-2,505.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +1.3% | +6.5% | -5.2% | -0.3% |
| 30D | -26.2% | +13.3% | -39.5% | -28.6% |
| 3M | -8.6% | -6.5% | -2.2% | -7.3% |
| 6M | -17.0% | -16.3% | -0.7% | -13.9% |
| YTD | +2.2% | -38.7% | +40.9% | +13.8% |
| 1Y | +2.7% | -40.1% | +42.8% | +14.9% |
| 3Y | +18.2% | +30.6% | -12.4% | +2.6% |
| 5Y | +56.0% | +45.8% | +10.2% | +20.1% |
| 10Y | +60.8% | +8.1% | +52.7% | +26.5% |
| All | +397.4% | +2,902.5% | -2,505.1% | +58.3% |
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 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