-27.0%
ETHA vs TCOM
-14.8%
-12.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +3.1% |
| 7D | +3.5% | -4.9% | +8.4% | +4.5% |
| 30D | +35.3% | -14.4% | +49.7% | +39.4% |
| 3M | +50.9% | -17.7% | +68.5% | +56.2% |
| 6M | +22.1% | -25.1% | +47.2% | +28.8% |
| YTD | -14.6% | -45.7% | +31.2% | -5.2% |
| 1Y | -42.8% | -47.9% | +5.1% | -36.0% |
| All | -27.0% | -14.8% | -12.2% | -29.5% |
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