+1,351.2%
ECL vs TCOM
+2,902.5%
-1,551.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +6.5% | -6.1% | -0.5% |
| 30D | +8.6% | +13.3% | -4.7% | +6.7% |
| 3M | +7.9% | -6.5% | +14.3% | +8.8% |
| 6M | +21.0% | -16.3% | +37.4% | +23.6% |
| YTD | +17.5% | -38.7% | +56.2% | +24.7% |
| 1Y | +19.7% | -40.1% | +59.8% | +27.3% |
| 3Y | +77.4% | +30.6% | +46.8% | +64.5% |
| 5Y | +38.7% | +45.8% | -7.1% | +20.5% |
| 10Y | +193.5% | +8.1% | +185.4% | +153.8% |
| All | +1,351.2% | +2,902.5% | -1,551.3% | +655.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling