+190.6%
TD vs ESTC
+24.7%
+165.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -3.1% | -2.6% | -0.4% | -2.8% |
| 30D | +6.7% | -8.6% | +15.3% | +7.5% |
| 3M | +3.1% | +14.4% | -11.2% | +1.3% |
| 6M | +17.6% | +73.3% | -55.7% | +10.6% |
| YTD | +34.8% | +15.7% | +19.1% | +31.1% |
| 1Y | +55.6% | -7.6% | +63.2% | +54.6% |
| 3Y | +133.1% | +14.6% | +118.5% | +118.1% |
| 5Y | +104.7% | -50.0% | +154.7% | +105.2% |
| All | +190.6% | +24.7% | +165.9% | +118.7% |
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