-48.5%
TE vs TCOM
+7.2%
-55.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.3% | +11.3% | +10.3% |
| 7D | +18.2% | -7.6% | +25.8% | +20.1% |
| 30D | -13.5% | -12.2% | -1.3% | -11.2% |
| 3M | -44.6% | -14.2% | -30.4% | -43.1% |
| 6M | -24.7% | -25.0% | +0.3% | -20.3% |
| YTD | -24.3% | -43.7% | +19.4% | -15.0% |
| 1Y | +155.6% | -44.5% | +200.1% | +187.5% |
| 3Y | -18.3% | +13.4% | -31.7% | -19.9% |
| 5Y | -41.3% | +26.5% | -67.8% | -47.9% |
| All | -48.5% | +7.2% | -55.7% | -54.1% |
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