+63.7%
EL vs TCOM
+5.9%
+57.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.9% |
| 7D | +1.5% | -1.8% | +3.3% | +2.0% |
| 30D | +10.0% | +12.1% | -2.1% | +6.8% |
| 3M | +28.4% | -3.2% | +31.6% | +29.4% |
| 6M | +37.1% | -16.6% | +53.7% | +42.7% |
| YTD | +7.8% | -39.4% | +47.2% | +20.7% |
| 1Y | +26.0% | -41.5% | +67.6% | +42.4% |
| 3Y | +3.8% | +24.4% | -20.6% | -6.6% |
| 5Y | -65.2% | +41.6% | -106.8% | -71.5% |
| All | +63.7% | +5.9% | +57.9% | +31.4% |
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