+38.0%
ESI vs TCOM
+40.6%
-2.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +5.5% | -1.8% | +7.3% | +5.8% |
| 30D | -7.8% | +12.1% | -19.8% | -9.6% |
| 3M | -15.0% | -3.2% | -11.8% | -14.8% |
| 6M | -24.9% | -16.6% | -8.3% | -23.0% |
| YTD | +33.2% | -39.4% | +72.6% | +43.9% |
| 1Y | +24.9% | -41.5% | +66.5% | +35.9% |
| 3Y | +77.8% | +24.4% | +53.4% | +65.0% |
| All | +38.0% | +40.6% | -2.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling