+11.3%
TCOM vs ESTC
+23.7%
-12.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.8% |
| 7D | -10.2% | -3.3% | -6.8% | -9.7% |
| 30D | -16.8% | +13.4% | -30.3% | -19.7% |
| 3M | -16.7% | +41.3% | -58.0% | -23.4% |
| 6M | -27.1% | +62.6% | -89.7% | -35.6% |
| YTD | -45.5% | +14.8% | -60.3% | -48.4% |
| 1Y | -45.9% | -5.1% | -40.8% | -46.9% |
| 3Y | +9.8% | +11.2% | -1.4% | -4.4% |
| 5Y | +23.8% | -47.0% | +70.8% | +17.9% |
| All | +11.3% | +23.7% | -12.3% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling