+26.5%
TCOM vs ESTC
-47.2%
+73.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.4% | -0.6% |
| 7D | -7.6% | -4.3% | -3.3% | -7.0% |
| 30D | -12.2% | +17.7% | -29.9% | -15.8% |
| 3M | -14.2% | +42.3% | -56.5% | -21.0% |
| 6M | -25.0% | +64.6% | -89.6% | -33.5% |
| YTD | -43.7% | +17.2% | -60.9% | -46.7% |
| 1Y | -44.5% | -4.2% | -40.3% | -45.5% |
| 3Y | +13.4% | +13.5% | -0.1% | -1.8% |
| 5Y | +26.5% | -45.5% | +72.0% | +3.8% |
| All | +26.5% | -47.2% | +73.7% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling