-31.9%
EL vs TCOM
+8.5%
-40.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.1% |
| 7D | -2.4% | -10.2% | +7.8% | +0.2% |
| 30D | +13.7% | -16.8% | +30.5% | +18.9% |
| 3M | +14.5% | -16.7% | +31.2% | +19.2% |
| 6M | +7.4% | -27.1% | +34.5% | +15.4% |
| YTD | -4.7% | -45.5% | +40.8% | +9.0% |
| 1Y | +12.9% | -45.9% | +58.8% | +29.3% |
| All | -31.9% | +8.5% | -40.4% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling