-48.5%
TE vs TCOM
+21.5%
-70.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.4% |
| 7D | +0.9% | -6.5% | +7.4% | +2.9% |
| 30D | -16.3% | -16.2% | 0.0% | -12.0% |
| 3M | -40.8% | -19.3% | -21.4% | -37.5% |
| 6M | -42.6% | -27.2% | -15.4% | -37.5% |
| YTD | -31.4% | -46.2% | +14.7% | -18.9% |
| 1Y | +144.9% | -46.6% | +191.5% | +189.9% |
| 3Y | -26.0% | +8.4% | -34.4% | -28.8% |
| 5Y | -48.5% | +25.8% | -74.3% | -57.0% |
| All | -48.5% | +21.5% | -70.0% | -57.0% |
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