-3.9%
ELF vs TCOM
-39.6%
+35.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +0.8% |
| 7D | -1.5% | +10.7% | -12.2% | -5.2% |
| 30D | +9.5% | +10.1% | -0.5% | +5.7% |
| 3M | +29.4% | -8.9% | +38.2% | +33.4% |
| 6M | +83.7% | -19.2% | +102.9% | +97.3% |
| YTD | +49.4% | -40.6% | +90.1% | +65.1% |
| 1Y | -3.9% | -39.0% | +35.1% | +2.0% |
| All | -3.9% | -39.6% | +35.7% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling