+246.8%
ET vs TCOM
+21.5%
+225.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +1.4% | -6.5% | +7.9% | +1.9% |
| 30D | +4.6% | -16.2% | +20.8% | +6.2% |
| 3M | +16.0% | -19.3% | +35.4% | +18.0% |
| 6M | +22.8% | -27.2% | +50.0% | +26.0% |
| YTD | +38.9% | -46.2% | +85.0% | +46.3% |
| 1Y | +34.1% | -46.6% | +80.7% | +41.3% |
| 3Y | +98.8% | +8.4% | +90.4% | +91.3% |
| 5Y | +246.8% | +25.8% | +221.0% | +224.1% |
| All | +246.8% | +21.5% | +225.3% | +224.1% |
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