+25.1%
TCOM vs ESTC
+28.9%
-3.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -1.7% |
| 7D | +7.4% | -1.2% | +8.6% | +7.6% |
| 30D | +13.2% | -8.1% | +21.3% | +14.7% |
| 3M | -4.6% | +20.2% | -24.7% | -9.6% |
| 6M | -16.4% | +72.7% | -89.1% | -27.2% |
| YTD | -38.8% | +19.6% | -58.4% | -42.9% |
| 1Y | -37.3% | +0.3% | -37.6% | -39.5% |
| 3Y | +31.4% | +22.8% | +8.6% | +11.4% |
| 5Y | +45.5% | -50.9% | +96.4% | +40.8% |
| All | +25.1% | +28.9% | -3.8% | -16.3% |
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