+57.6%
ECL vs TCOM
+13.4%
+44.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.8% | -7.6% | +6.9% | -0.3% |
| 30D | -2.5% | -12.2% | +9.7% | -1.8% |
| 3M | +8.3% | -14.2% | +22.5% | +9.2% |
| 6M | -1.1% | -25.0% | +23.9% | +0.5% |
| YTD | +6.5% | -43.7% | +50.2% | +9.7% |
| 1Y | +2.1% | -44.5% | +46.6% | +5.2% |
| 3Y | +57.6% | +13.4% | +44.2% | +58.1% |
| All | +57.6% | +13.4% | +44.2% | +58.1% |
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