+77.4%
ECL vs TCOM
+32.5%
+45.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +6.5% | -6.1% | 0.0% |
| 30D | +8.6% | +13.3% | -4.7% | +7.7% |
| 3M | +7.9% | -6.5% | +14.3% | +8.2% |
| 6M | +21.0% | -16.3% | +37.4% | +22.1% |
| YTD | +17.5% | -38.7% | +56.2% | +20.4% |
| 1Y | +19.7% | -40.1% | +59.8% | +22.8% |
| 3Y | +77.4% | +30.6% | +46.8% | +77.7% |
| All | +77.4% | +32.5% | +45.0% | +77.7% |
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