-29.2%
ETHA vs TCOM
-14.4%
-14.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.1% |
| 7D | +2.9% | -10.2% | +13.1% | +5.0% |
| 30D | +31.4% | -16.8% | +48.2% | +36.2% |
| 3M | +48.9% | -16.7% | +65.6% | +53.8% |
| 6M | +20.9% | -27.1% | +48.0% | +28.1% |
| YTD | -17.2% | -45.5% | +28.3% | -8.2% |
| 1Y | -42.8% | -45.9% | +3.1% | -36.4% |
| All | -29.2% | -14.4% | -14.8% | -31.6% |
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