+22.8%
TCOM vs ESTC
+27.2%
-4.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | -1.4% | +5.8% | -7.1% | -2.6% |
| 30D | +11.5% | -5.6% | +17.1% | +12.3% |
| 3M | -5.2% | +15.4% | -20.6% | -9.4% |
| 6M | -16.9% | +77.8% | -94.7% | -28.1% |
| YTD | -39.9% | +18.1% | -58.0% | -43.8% |
| 1Y | -42.1% | -3.7% | -38.4% | -43.6% |
| 3Y | +28.0% | +16.9% | +11.2% | +9.9% |
| 5Y | +40.4% | -51.2% | +91.6% | +36.1% |
| All | +22.8% | +27.2% | -4.5% | -17.7% |
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