+277.7%
ELF vs TCOM
-13.2%
+290.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.3% |
| 7D | -6.8% | -10.2% | +3.4% | -4.4% |
| 30D | +5.1% | -16.8% | +21.9% | +9.8% |
| 3M | +79.8% | -16.7% | +96.5% | +87.0% |
| 6M | +29.7% | -27.1% | +56.8% | +39.2% |
| YTD | +31.6% | -45.5% | +77.1% | +50.6% |
| 1Y | -27.9% | -45.9% | +18.0% | -17.3% |
| 3Y | -26.4% | +9.8% | -36.2% | -30.9% |
| 5Y | +235.6% | +23.8% | +211.8% | +182.8% |
| All | +277.7% | -13.2% | +290.8% | +223.7% |
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