+45.8%
TDY vs ESTC
+7.0%
+38.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.5% |
| 7D | -1.9% | -13.2% | +11.3% | -0.9% |
| 30D | -12.5% | +9.3% | -21.8% | -13.3% |
| 3M | -0.8% | +37.3% | -38.2% | -3.6% |
| 6M | -9.0% | +61.0% | -70.0% | -13.1% |
| YTD | +16.8% | +10.7% | +6.1% | +15.1% |
| 1Y | +9.5% | -7.2% | +16.6% | +9.6% |
| All | +45.8% | +7.0% | +38.8% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling