-53.1%
TE vs TCOM
+3.3%
-56.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +0.2% | -4.9% | +5.1% | +1.3% |
| 30D | -5.9% | -14.4% | +8.5% | -2.8% |
| 3M | -45.6% | -17.7% | -27.9% | -43.6% |
| 6M | -43.4% | -25.1% | -18.3% | -40.0% |
| YTD | -31.0% | -45.7% | +14.7% | -21.9% |
| 1Y | +145.2% | -47.9% | +193.1% | +179.7% |
| 3Y | -24.1% | +8.9% | -33.0% | -24.9% |
| 5Y | -48.1% | +26.9% | -75.0% | -53.5% |
| All | -53.1% | +3.3% | -56.3% | -57.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling