+189.7%
TD vs ESTC
+24.6%
+165.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | 0.0% |
| 7D | -0.7% | -3.6% | +2.9% | -0.4% |
| 30D | +7.6% | -11.2% | +18.8% | +8.7% |
| 3M | +3.0% | +14.3% | -11.3% | +1.2% |
| 6M | +16.8% | +67.0% | -50.1% | +10.2% |
| YTD | +34.3% | +15.7% | +18.7% | +30.7% |
| 1Y | +56.0% | -6.3% | +62.2% | +54.7% |
| 3Y | +132.4% | +14.5% | +117.8% | +117.4% |
| 5Y | +103.7% | -49.9% | +153.5% | +104.1% |
| All | +189.7% | +24.6% | +165.0% | +118.0% |
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