+153.0%
TDY vs ESTC
+19.1%
+133.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | -9.2% | +8.0% | +0.3% |
| 30D | -12.0% | +8.1% | -20.1% | -13.6% |
| 3M | -3.2% | +38.5% | -41.7% | -8.8% |
| 6M | -7.9% | +57.8% | -65.7% | -15.6% |
| YTD | +18.2% | +10.5% | +7.7% | +13.9% |
| 1Y | +6.7% | -6.4% | +13.0% | +5.1% |
| 3Y | +47.5% | +4.7% | +42.9% | +34.9% |
| 5Y | +39.5% | -47.8% | +87.3% | +36.8% |
| All | +153.0% | +19.1% | +133.9% | +70.9% |
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 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