+55.6%
TD vs ESTC
-5.7%
+61.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -3.1% | -2.6% | -0.4% | -3.0% |
| 30D | +6.7% | -8.6% | +15.3% | +6.9% |
| 3M | +3.1% | +14.4% | -11.2% | +3.0% |
| 6M | +17.6% | +73.3% | -55.7% | +16.0% |
| YTD | +34.8% | +15.7% | +19.1% | +34.6% |
| 1Y | +55.6% | -7.6% | +63.2% | +56.5% |
| All | +55.6% | -5.7% | +61.3% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling