+210.6%
ET vs TCOM
+40.6%
+170.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +2.5% | -1.8% | +4.3% | +2.7% |
| 30D | -2.5% | +12.1% | -14.5% | -3.4% |
| 3M | -4.9% | -3.2% | -1.7% | -4.7% |
| 6M | -0.1% | -16.6% | +16.6% | +1.3% |
| YTD | +26.2% | -39.4% | +65.6% | +31.4% |
| 1Y | +25.2% | -41.5% | +66.7% | +30.7% |
| 3Y | +84.2% | +24.4% | +59.8% | +75.5% |
| All | +210.6% | +40.6% | +170.0% | +184.0% |
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