+663.7%
EL vs TCOM
+2,868.4%
-2,204.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +1.0% |
| 7D | +1.5% | -1.8% | +3.3% | +1.9% |
| 30D | +10.0% | +12.1% | -2.1% | +7.7% |
| 3M | +28.4% | -3.2% | +31.6% | +29.2% |
| 6M | +37.1% | -16.6% | +53.7% | +41.1% |
| YTD | +7.8% | -39.4% | +47.2% | +17.0% |
| 1Y | +26.0% | -41.5% | +67.6% | +37.7% |
| 3Y | +3.8% | +24.4% | -20.6% | -3.0% |
| 5Y | -65.2% | +41.6% | -106.8% | -69.4% |
| 10Y | +62.1% | +6.5% | +55.6% | +42.3% |
| All | +663.7% | +2,868.4% | -2,204.7% | +315.1% |
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