+2,645.6%
ETN vs TCOM
+2,569.4%
+76.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.0% |
| 7D | +6.2% | -10.2% | +16.4% | +8.4% |
| 30D | -6.7% | -16.8% | +10.1% | -3.5% |
| 3M | +3.6% | -16.7% | +20.3% | +6.6% |
| 6M | +18.3% | -27.1% | +45.4% | +24.8% |
| YTD | +31.5% | -45.5% | +77.0% | +45.9% |
| 1Y | +20.6% | -45.9% | +66.4% | +33.8% |
| 3Y | +82.5% | +9.8% | +72.8% | +71.3% |
| 5Y | +177.8% | +23.8% | +154.0% | +137.7% |
| 10Y | +705.0% | -10.8% | +715.8% | +593.6% |
| All | +2,645.6% | +2,569.4% | +76.2% | +1,158.8% |
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