+273.7%
ELV vs TCOM
-9.8%
+283.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +3.2% | -4.9% | +8.1% | +3.7% |
| 30D | +5.4% | -14.4% | +19.8% | +7.0% |
| 3M | +5.4% | -17.7% | +23.0% | +7.3% |
| 6M | +45.7% | -25.1% | +70.8% | +49.8% |
| YTD | +21.2% | -45.7% | +66.9% | +28.7% |
| 1Y | +35.6% | -47.9% | +83.5% | +44.5% |
| 3Y | -2.0% | +8.9% | -11.0% | -6.6% |
| 5Y | +26.0% | +26.9% | -0.8% | +12.7% |
| All | +273.7% | -9.8% | +283.5% | +218.6% |
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