+156.3%
ETR vs TCOM
+26.7%
+129.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +1.2% | -1.8% | +2.9% | +1.1% |
| 30D | +7.0% | +12.1% | -5.1% | +7.1% |
| 3M | +4.6% | -3.2% | +7.8% | +4.6% |
| 6M | +0.1% | -16.6% | +16.8% | +0.2% |
| YTD | +23.2% | -39.4% | +62.6% | +23.6% |
| 1Y | +20.6% | -41.5% | +62.1% | +21.0% |
| 3Y | +156.3% | +24.4% | +131.9% | +162.3% |
| All | +156.3% | +26.7% | +129.6% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling