+16.6%
TCOM vs ESTC
+31.2%
-14.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +0.1% |
| 7D | -9.5% | -8.1% | -1.4% | -8.1% |
| 30D | -10.7% | +31.7% | -42.4% | -16.6% |
| 3M | -14.6% | +41.1% | -55.7% | -21.5% |
| 6M | -19.3% | +77.1% | -96.4% | -30.0% |
| YTD | -42.9% | +21.7% | -64.6% | -46.6% |
| 1Y | -43.8% | +8.4% | -52.2% | -46.4% |
| 3Y | +2.1% | +23.6% | -21.5% | -13.3% |
| 5Y | +31.2% | -46.5% | +77.7% | +24.8% |
| All | +16.6% | +31.2% | -14.6% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling