+5.3%
ES vs TCOM
+40.6%
-35.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | +2.7% | -1.8% | +4.5% | +2.7% |
| 30D | +7.6% | +12.1% | -4.5% | +7.4% |
| 3M | +0.5% | -3.2% | +3.7% | +0.5% |
| 6M | +7.6% | -16.6% | +24.2% | +7.8% |
| YTD | +10.2% | -39.4% | +49.6% | +11.0% |
| 1Y | +1.8% | -41.5% | +43.4% | +2.6% |
| 3Y | +55.4% | +24.4% | +31.0% | +54.0% |
| All | +5.3% | +40.6% | -35.3% | +1.4% |
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 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