-36.5%
ELAN vs TCOM
+0.4%
-36.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.7% | -2.7% |
| 7D | -6.4% | -6.5% | +0.1% | -5.0% |
| 30D | +0.6% | -16.2% | +16.8% | +4.5% |
| 3M | 0.0% | -19.3% | +19.3% | +4.2% |
| 6M | -3.4% | -27.2% | +23.8% | +3.2% |
| YTD | +1.0% | -46.2% | +47.2% | +14.6% |
| 1Y | +24.7% | -46.6% | +71.3% | +41.6% |
| 3Y | +97.2% | +8.4% | +88.9% | +87.3% |
| 5Y | -31.5% | +25.8% | -57.3% | -40.4% |
| All | -36.5% | +0.4% | -36.9% | -47.2% |
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