+87.5%
ES vs TCOM
-12.7%
+100.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.4% |
| 7D | 0.0% | -10.2% | +10.2% | +0.2% |
| 30D | -1.0% | -16.8% | +15.8% | -0.7% |
| 3M | +1.5% | -16.7% | +18.2% | +1.8% |
| 6M | -3.5% | -27.1% | +23.6% | -2.9% |
| YTD | +7.0% | -45.5% | +52.5% | +8.1% |
| 1Y | +15.3% | -45.9% | +61.2% | +16.6% |
| 3Y | +30.2% | +9.8% | +20.4% | +29.1% |
| 5Y | -4.3% | +23.8% | -28.1% | -5.8% |
| 10Y | +87.5% | -10.8% | +98.3% | +74.5% |
| All | +87.5% | -12.7% | +100.2% | +74.5% |
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