+863.6%
ETR vs TCOM
+2,658.7%
-1,795.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +1.4% | -7.6% | +9.0% | +2.0% |
| 30D | +1.9% | -12.2% | +14.1% | +2.8% |
| 3M | +1.0% | -14.2% | +15.2% | +2.0% |
| 6M | +4.8% | -25.0% | +29.8% | +6.9% |
| YTD | +19.5% | -43.7% | +63.2% | +24.2% |
| 1Y | +28.1% | -44.5% | +72.6% | +33.2% |
| 3Y | +151.1% | +13.4% | +137.7% | +143.0% |
| 5Y | +125.2% | +26.5% | +98.7% | +109.9% |
| 10Y | +291.1% | -10.3% | +301.4% | +263.1% |
| All | +863.6% | +2,658.7% | -1,795.1% | +517.2% |
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