+350.4%
ELF vs TCOM
-2.4%
+352.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +7.8% | +7.4% | +0.4% | +6.0% |
| 30D | +9.3% | +13.2% | -3.9% | +6.0% |
| 3M | +21.2% | -4.6% | +25.7% | +22.4% |
| 6M | +96.1% | -16.4% | +112.5% | +103.5% |
| YTD | +57.0% | -38.8% | +95.7% | +74.4% |
| 1Y | +61.9% | -37.3% | +99.2% | +79.0% |
| 3Y | +20.0% | +31.4% | -11.4% | +7.7% |
| 5Y | +284.8% | +45.5% | +239.2% | +212.0% |
| 10Y | +364.2% | +4.6% | +359.6% | +279.8% |
| All | +350.4% | -2.4% | +352.8% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling