+290.1%
ETR vs TCOM
-9.8%
+299.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -1.8% | -4.9% | +3.1% | -1.6% |
| 30D | -1.8% | -14.4% | +12.6% | -1.0% |
| 3M | -3.6% | -17.7% | +14.1% | -2.8% |
| 6M | +2.6% | -25.1% | +27.7% | +3.9% |
| YTD | +16.0% | -45.7% | +61.8% | +19.3% |
| 1Y | +20.1% | -47.9% | +68.0% | +23.7% |
| 3Y | +143.6% | +8.9% | +134.6% | +137.6% |
| 5Y | +124.4% | +26.9% | +97.5% | +113.0% |
| All | +290.1% | -9.8% | +299.9% | +244.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling