+23.8%
TCOM vs ESTC
+25.9%
-2.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -1.8% | +2.4% | -4.2% | -2.3% |
| 30D | +12.1% | -4.2% | +16.3% | +12.5% |
| 3M | -3.2% | +2.5% | -5.7% | -4.9% |
| 6M | -16.6% | +81.5% | -98.1% | -28.2% |
| YTD | -39.4% | +16.8% | -56.2% | -43.2% |
| 1Y | -41.5% | -3.5% | -38.1% | -43.1% |
| 3Y | +24.4% | +17.7% | +6.7% | +6.5% |
| 5Y | +41.6% | -51.7% | +93.3% | +37.5% |
| All | +23.8% | +25.9% | -2.1% | -16.8% |
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 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