+32.9%
ES vs TCOM
+13.4%
+19.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +0.3% | -9.5% | +9.8% | +0.4% |
| 30D | -2.0% | -10.7% | +8.8% | -1.9% |
| 3M | +1.7% | -14.6% | +16.3% | +1.8% |
| 6M | -3.5% | -19.3% | +15.8% | -3.3% |
| YTD | +7.9% | -42.9% | +50.8% | +8.5% |
| 1Y | +17.2% | -43.8% | +60.9% | +17.8% |
| All | +32.9% | +13.4% | +19.5% | +30.8% |
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