+63.7%
TD vs ESTC
+0.7%
+62.9%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | +0.9% | -4.3% | +5.2% | +0.9% |
| 30D | -0.7% | +17.7% | -18.4% | -0.7% |
| 3M | +6.3% | +42.3% | -36.0% | +5.9% |
| 6M | +27.9% | +64.6% | -36.6% | +26.9% |
| YTD | +29.8% | +17.2% | +12.6% | +29.2% |
| 1Y | +63.7% | -4.2% | +67.9% | +63.9% |
| All | +63.7% | +0.7% | +62.9% | +63.9% |
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