+609.8%
EL vs TCOM
+2,694.8%
-2,085.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +0.8% | -9.5% | +10.3% | +2.6% |
| 30D | +19.8% | -10.7% | +30.6% | +22.4% |
| 3M | +25.7% | -14.6% | +40.3% | +29.1% |
| 6M | +5.4% | -19.3% | +24.8% | +9.2% |
| YTD | +0.2% | -42.9% | +43.2% | +10.0% |
| 1Y | +20.4% | -43.8% | +64.2% | +32.5% |
| 3Y | -32.1% | +2.1% | -34.2% | -34.4% |
| 5Y | -67.2% | +31.2% | -98.4% | -70.8% |
| 10Y | +31.7% | -13.9% | +45.7% | +19.6% |
| All | +609.8% | +2,694.8% | -2,085.0% | +290.2% |
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