-24.4%
ELF vs TCOM
-44.5%
+20.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.4% |
| 7D | -1.2% | -7.6% | +6.5% | +1.5% |
| 30D | +5.9% | -12.2% | +18.1% | +10.7% |
| 3M | +99.5% | -14.2% | +113.7% | +108.1% |
| 6M | +26.5% | -25.0% | +51.5% | +39.1% |
| YTD | +37.2% | -43.7% | +80.9% | +58.6% |
| 1Y | -24.4% | -44.5% | +20.1% | -13.7% |
| All | -24.4% | -44.5% | +20.1% | -13.7% |
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 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