+68.6%
ESI vs TCOM
+21.5%
+47.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.3% | -3.2% | -4.3% |
| 7D | -2.3% | -6.5% | +4.2% | -1.2% |
| 30D | -9.0% | -16.2% | +7.2% | -6.4% |
| 3M | -13.3% | -19.3% | +6.1% | -10.5% |
| 6M | +5.3% | -27.2% | +32.5% | +10.6% |
| YTD | +37.6% | -46.2% | +83.8% | +51.6% |
| 1Y | +33.6% | -46.6% | +80.2% | +47.4% |
| 3Y | +75.8% | +8.4% | +67.4% | +67.6% |
| 5Y | +68.6% | +25.8% | +42.8% | +51.2% |
| All | +68.6% | +21.5% | +47.1% | +51.2% |
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