-42.8%
ETHA vs TCOM
-46.9%
+4.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.4% |
| 30D | +35.3% | -14.4% | +49.7% | +39.1% |
| 3M | +50.9% | -17.7% | +68.5% | +55.4% |
| 6M | +22.1% | -25.1% | +47.2% | +27.4% |
| YTD | -14.6% | -45.7% | +31.2% | -12.4% |
| 1Y | -42.8% | -47.9% | +5.1% | -42.4% |
| All | -42.8% | -46.9% | +4.1% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling