+26.5%
ECL vs TCOM
+25.9%
+0.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -2.7% | -10.2% | +7.4% | -2.0% |
| 30D | -4.3% | -16.8% | +12.5% | -2.9% |
| 3M | +3.2% | -16.7% | +19.9% | +4.5% |
| 6M | -2.9% | -27.1% | +24.2% | -0.7% |
| YTD | +4.3% | -45.5% | +49.8% | +8.8% |
| 1Y | +1.6% | -45.9% | +47.5% | +6.1% |
| 3Y | +54.3% | +9.8% | +44.5% | +49.6% |
| 5Y | +26.5% | +23.8% | +2.7% | +18.7% |
| All | +26.5% | +25.9% | +0.6% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling