+15.0%
TCOM vs ESTC
+18.2%
-3.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.4% |
| 7D | -9.5% | -8.1% | -1.4% | -8.8% |
| 30D | -10.7% | +31.7% | -42.4% | -13.7% |
| 3M | -14.6% | +41.1% | -55.7% | -18.3% |
| 6M | -19.3% | +77.1% | -96.4% | -24.8% |
| YTD | -42.9% | +21.7% | -64.6% | -44.8% |
| 1Y | -43.8% | +8.4% | -52.2% | -45.1% |
| All | +15.0% | +18.2% | -3.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling