+1,459.4%
ET vs TCOM
+955.3%
+504.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +0.4% | -7.6% | +8.0% | +1.7% |
| 30D | +6.9% | -12.2% | +19.1% | +9.1% |
| 3M | +13.1% | -14.2% | +27.3% | +15.5% |
| 6M | +18.7% | -25.0% | +43.7% | +23.9% |
| YTD | +37.4% | -43.7% | +81.1% | +49.8% |
| 1Y | +34.8% | -44.5% | +79.4% | +47.1% |
| 3Y | +96.8% | +13.4% | +83.4% | +83.2% |
| 5Y | +238.2% | +26.5% | +211.8% | +191.0% |
| 10Y | +159.4% | -10.3% | +169.7% | +126.4% |
| All | +1,459.4% | +955.3% | +504.1% | +751.2% |
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