+321.3%
TDG vs ESTC
+19.3%
+302.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.8% |
| 7D | -2.7% | -13.2% | +10.5% | 0.0% |
| 30D | -9.3% | +9.3% | -18.6% | -11.5% |
| 3M | -7.1% | +37.3% | -44.4% | -13.8% |
| 6M | -11.2% | +61.0% | -72.2% | -20.9% |
| YTD | -15.3% | +10.7% | -25.9% | -19.1% |
| 1Y | -12.5% | -7.2% | -5.3% | -13.9% |
| 3Y | +51.2% | +7.2% | +44.0% | +32.9% |
| 5Y | +126.1% | -47.7% | +173.9% | +121.0% |
| All | +321.3% | +19.3% | +302.1% | +156.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling