-24.1%
TE vs TCOM
+8.0%
-32.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +0.2% | -4.9% | +5.1% | +2.0% |
| 30D | -5.9% | -14.4% | +8.5% | -0.7% |
| 3M | -45.6% | -17.7% | -27.9% | -42.2% |
| 6M | -43.4% | -25.1% | -18.3% | -37.6% |
| YTD | -31.0% | -45.7% | +14.7% | -14.7% |
| 1Y | +145.2% | -47.9% | +193.1% | +207.6% |
| 3Y | -24.1% | +8.9% | -33.0% | -26.9% |
| All | -24.1% | +8.0% | -32.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling