+125.9%
TDG vs ESTC
-47.1%
+173.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -2.4% | -3.3% | +0.9% | -2.0% |
| 30D | -8.0% | +13.4% | -21.4% | -10.1% |
| 3M | -10.5% | +41.3% | -51.8% | -15.6% |
| 6M | -11.9% | +62.6% | -74.5% | -19.2% |
| YTD | -15.4% | +14.8% | -30.1% | -18.5% |
| 1Y | -14.2% | -5.1% | -9.2% | -15.3% |
| 3Y | +51.0% | +11.2% | +39.9% | +36.7% |
| All | +125.9% | -47.1% | +173.0% | +106.2% |
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