+152.1%
ECL vs TCOM
-10.5%
+162.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | -2.6% | -6.5% | +3.9% | -1.8% |
| 30D | -4.6% | -16.2% | +11.7% | -2.5% |
| 3M | +6.0% | -19.3% | +25.3% | +8.6% |
| 6M | -3.0% | -27.2% | +24.3% | +0.7% |
| YTD | +4.0% | -46.2% | +50.2% | +11.7% |
| 1Y | +2.0% | -46.6% | +48.6% | +9.5% |
| 3Y | +53.9% | +8.4% | +45.5% | +46.1% |
| 5Y | +27.1% | +25.8% | +1.3% | +12.9% |
| All | +152.1% | -10.5% | +162.6% | +116.9% |
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