+38.7%
ECL vs TCOM
+44.4%
-5.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +6.5% | -6.1% | -0.1% |
| 30D | +8.6% | +13.3% | -4.7% | +7.5% |
| 3M | +7.9% | -6.5% | +14.3% | +8.4% |
| 6M | +21.0% | -16.3% | +37.4% | +22.5% |
| YTD | +17.5% | -38.7% | +56.2% | +21.5% |
| 1Y | +19.7% | -40.1% | +59.8% | +24.0% |
| 3Y | +77.4% | +30.6% | +46.8% | +69.4% |
| 5Y | +38.7% | +45.8% | -7.1% | +32.3% |
| All | +38.7% | +44.4% | -5.7% | +32.3% |
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