+190.5%
TD vs ESTC
+28.9%
+161.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.4% | +1.0% |
| 7D | -0.6% | -1.2% | +0.5% | -0.5% |
| 30D | +7.9% | -8.1% | +16.1% | +8.7% |
| 3M | +3.1% | +20.2% | -17.0% | +0.9% |
| 6M | +17.2% | +72.7% | -55.6% | +10.2% |
| YTD | +34.7% | +19.6% | +15.1% | +30.7% |
| 1Y | +56.9% | +0.3% | +56.6% | +54.6% |
| 3Y | +134.7% | +22.8% | +111.9% | +118.0% |
| 5Y | +104.8% | -50.9% | +155.7% | +106.3% |
| All | +190.5% | +28.9% | +161.6% | +117.9% |
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