+124.0%
TDG vs ESTC
-52.1%
+176.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +1.7% | +2.4% | -0.7% | +1.3% |
| 30D | +9.7% | -4.2% | +13.9% | +10.0% |
| 3M | -2.3% | +2.5% | -4.8% | -3.4% |
| 6M | +1.3% | +81.5% | -80.2% | -8.7% |
| YTD | -8.5% | +16.8% | -25.3% | -12.4% |
| 1Y | -8.1% | -3.5% | -4.7% | -9.7% |
| 3Y | +43.4% | +17.7% | +25.7% | +28.0% |
| All | +124.0% | -52.1% | +176.1% | +98.6% |
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 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