+23.5%
EL vs TCOM
-10.5%
+34.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.0% |
| 7D | -4.4% | -6.5% | +2.2% | -2.7% |
| 30D | +10.3% | -16.2% | +26.5% | +15.5% |
| 3M | +13.4% | -19.3% | +32.7% | +19.3% |
| 6M | +3.1% | -27.2% | +30.3% | +11.2% |
| YTD | -6.9% | -46.2% | +39.3% | +7.5% |
| 1Y | +11.9% | -46.6% | +58.5% | +29.5% |
| 3Y | -33.8% | +8.4% | -42.2% | -38.4% |
| 5Y | -69.0% | +25.8% | -94.8% | -73.8% |
| All | +23.5% | -10.5% | +34.1% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling