+693.8%
ES vs TCOM
+2,694.8%
-2,001.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.3% | -9.5% | +9.8% | +0.9% |
| 30D | -2.0% | -10.7% | +8.8% | -1.3% |
| 3M | +1.7% | -14.6% | +16.3% | +2.5% |
| 6M | -3.5% | -19.3% | +15.8% | -2.4% |
| YTD | +7.9% | -42.9% | +50.8% | +11.3% |
| 1Y | +17.2% | -43.8% | +60.9% | +20.9% |
| 3Y | +29.3% | +2.1% | +27.2% | +26.8% |
| 5Y | -5.7% | +31.2% | -37.0% | -11.1% |
| 10Y | +85.2% | -13.9% | +99.1% | +74.7% |
| All | +693.8% | +2,694.8% | -2,001.0% | +431.8% |
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 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