+182.5%
TD vs ESTC
+31.2%
+151.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.9% |
| 7D | +0.3% | -8.1% | +8.4% | +1.1% |
| 30D | +0.4% | +31.7% | -31.3% | -2.5% |
| 3M | +7.6% | +41.1% | -33.4% | +3.6% |
| 6M | +25.0% | +77.1% | -52.1% | +17.2% |
| YTD | +31.0% | +21.7% | +9.3% | +27.1% |
| 1Y | +65.2% | +8.4% | +56.8% | +61.5% |
| 3Y | +122.5% | +23.6% | +98.9% | +106.4% |
| 5Y | +124.8% | -46.5% | +171.3% | +123.4% |
| All | +182.5% | +31.2% | +151.3% | +111.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling