-20.4%
ELF vs TCOM
+13.4%
-33.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.3% |
| 7D | +5.4% | -9.5% | +14.9% | +8.0% |
| 30D | +27.0% | -10.7% | +37.7% | +30.6% |
| 3M | +113.2% | -14.6% | +127.8% | +120.7% |
| 6M | +36.6% | -19.3% | +55.9% | +43.4% |
| YTD | +44.2% | -42.9% | +87.2% | +63.7% |
| 1Y | -18.0% | -43.8% | +25.8% | -6.5% |
| All | -20.4% | +13.4% | -33.9% | -28.9% |
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