+41.5%
ESI vs TCOM
-42.5%
+84.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.0% |
| 7D | +3.3% | -9.5% | +12.9% | +4.0% |
| 30D | -5.9% | -10.7% | +4.9% | -5.1% |
| 3M | -14.1% | -14.6% | +0.5% | -12.4% |
| 6M | +6.6% | -19.3% | +25.9% | +10.0% |
| YTD | +45.0% | -42.9% | +88.0% | +57.4% |
| 1Y | +41.5% | -43.8% | +85.2% | +53.3% |
| All | +41.5% | -42.5% | +84.0% | +53.3% |
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