+84.2%
ET vs TCOM
+26.7%
+57.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +2.5% | -1.8% | +4.3% | +2.6% |
| 30D | -2.5% | +12.1% | -14.5% | -3.0% |
| 3M | -4.9% | -3.2% | -1.7% | -4.7% |
| 6M | -0.1% | -16.6% | +16.6% | +1.0% |
| YTD | +26.2% | -39.4% | +65.6% | +30.3% |
| 1Y | +25.2% | -41.5% | +66.7% | +29.6% |
| 3Y | +84.2% | +24.4% | +59.8% | +84.3% |
| All | +84.2% | +26.7% | +57.5% | +84.3% |
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