+224.6%
ESI vs TCOM
+39.8%
+184.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +3.3% | -9.5% | +12.9% | +5.6% |
| 30D | -5.9% | -10.7% | +4.9% | -3.6% |
| 3M | -14.1% | -14.6% | +0.5% | -11.6% |
| 6M | +6.6% | -19.3% | +25.9% | +10.9% |
| YTD | +45.0% | -42.9% | +88.0% | +62.5% |
| 1Y | +41.5% | -43.8% | +85.2% | +59.0% |
| 3Y | +78.8% | +2.1% | +76.7% | +68.3% |
| 5Y | +70.9% | +31.2% | +39.7% | +41.2% |
| 10Y | +317.1% | -13.9% | +331.0% | +251.6% |
| All | +224.6% | +39.8% | +184.8% | +153.9% |
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