+0.5%
ES vs TCOM
-39.5%
+39.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.9% | +6.5% | -5.7% | +0.9% |
| 30D | +5.9% | +13.3% | -7.4% | +6.2% |
| 3M | -1.0% | -6.5% | +5.4% | -1.5% |
| 6M | +7.2% | -16.3% | +23.5% | +6.4% |
| YTD | +7.0% | -38.7% | +45.7% | +3.5% |
| 1Y | +0.5% | -40.1% | +40.6% | -2.4% |
| All | +0.5% | -39.5% | +39.9% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling