+14.2%
ELF vs TCOM
+30.2%
-16.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.4% |
| 7D | +4.0% | +12.1% | -8.1% | +1.2% |
| 30D | +10.6% | +16.5% | -5.9% | +6.6% |
| 3M | +25.8% | -4.0% | +29.9% | +26.8% |
| 6M | +89.1% | -18.5% | +107.6% | +97.2% |
| YTD | +52.7% | -38.3% | +91.0% | +68.2% |
| 1Y | +51.7% | -36.6% | +88.3% | +66.3% |
| 3Y | +14.2% | +31.1% | -16.9% | +10.1% |
| All | +14.2% | +30.2% | -16.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling