+357.2%
ELF vs TCOM
+3.0%
+354.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.3% | +6.5% | -0.2% | +4.7% |
| 30D | +8.5% | +13.3% | -4.8% | +5.2% |
| 3M | +24.4% | -6.5% | +30.9% | +26.3% |
| 6M | +94.7% | -16.3% | +111.1% | +102.0% |
| YTD | +55.9% | -38.7% | +94.6% | +73.2% |
| 1Y | +48.4% | -40.1% | +88.5% | +65.9% |
| 3Y | +24.6% | +30.6% | -6.0% | +12.0% |
| 5Y | +285.0% | +45.8% | +239.2% | +211.9% |
| 10Y | +357.2% | +8.1% | +349.1% | +280.2% |
| All | +357.2% | +3.0% | +354.2% | +280.2% |
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 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