+104.8%
TD vs ESTC
-48.1%
+152.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.2% |
| 7D | -0.6% | -1.2% | +0.5% | -0.6% |
| 30D | +7.9% | -8.1% | +16.1% | +8.4% |
| 3M | +3.1% | +20.2% | -17.0% | +1.7% |
| 6M | +17.2% | +72.7% | -55.6% | +12.7% |
| YTD | +34.7% | +19.6% | +15.1% | +32.2% |
| 1Y | +56.9% | +0.3% | +56.6% | +55.6% |
| 3Y | +134.7% | +22.8% | +111.9% | +124.4% |
| 5Y | +104.8% | -50.9% | +155.7% | +83.5% |
| All | +104.8% | -48.1% | +152.9% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling