+326.4%
TDG vs ESTC
+19.1%
+307.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -9.2% | +7.3% | -0.1% |
| 30D | -7.7% | +8.1% | -15.8% | -9.8% |
| 3M | -9.3% | +38.5% | -47.8% | -16.0% |
| 6M | -9.4% | +57.8% | -67.2% | -19.0% |
| YTD | -14.3% | +10.5% | -24.8% | -18.1% |
| 1Y | -11.8% | -6.4% | -5.5% | -13.4% |
| 3Y | +52.0% | +4.7% | +47.3% | +34.4% |
| 5Y | +128.8% | -47.8% | +176.6% | +123.7% |
| All | +326.4% | +19.1% | +307.2% | +159.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling