-35.6%
ELAN vs TCOM
+1.2%
-36.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | -5.4% | -4.9% | -0.5% | -4.4% |
| 30D | +4.7% | -14.4% | +19.1% | +8.3% |
| 3M | -3.7% | -17.7% | +14.0% | 0.0% |
| 6M | -1.2% | -25.1% | +23.9% | +4.9% |
| YTD | +2.4% | -45.7% | +48.1% | +15.9% |
| 1Y | +23.4% | -47.9% | +71.2% | +40.8% |
| 3Y | +96.7% | +8.9% | +87.7% | +86.6% |
| 5Y | -30.6% | +26.9% | -57.4% | -39.7% |
| All | -35.6% | +1.2% | -36.8% | -46.6% |
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