+190.4%
ETN vs TCOM
+29.4%
+161.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.9% |
| 7D | +3.5% | -4.9% | +8.4% | +4.1% |
| 30D | -7.5% | -14.4% | +6.9% | -6.0% |
| 3M | +8.3% | -17.7% | +26.0% | +10.3% |
| 6M | +20.2% | -25.1% | +45.3% | +23.7% |
| YTD | +34.7% | -45.7% | +80.4% | +43.2% |
| 1Y | +19.4% | -47.9% | +67.3% | +27.5% |
| 3Y | +85.5% | +8.9% | +76.6% | +81.2% |
| All | +190.4% | +29.4% | +161.0% | +171.6% |
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 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