+1,220.9%
ECL vs TCOM
+2,694.8%
-1,473.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -2.6% | -9.5% | +6.9% | -1.3% |
| 30D | -2.2% | -10.7% | +8.6% | -0.6% |
| 3M | +10.1% | -14.6% | +24.7% | +12.2% |
| 6M | -5.7% | -19.3% | +13.6% | -3.3% |
| YTD | +7.0% | -42.9% | +49.9% | +14.7% |
| 1Y | +2.7% | -43.8% | +46.4% | +10.2% |
| 3Y | +57.7% | +2.1% | +55.6% | +51.4% |
| 5Y | +31.1% | +31.2% | -0.1% | +15.6% |
| 10Y | +150.9% | -13.9% | +164.8% | +124.1% |
| All | +1,220.9% | +2,694.8% | -1,473.9% | +594.6% |
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