+37.8%
TDY vs ESTC
-49.0%
+86.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.6% |
| 7D | -1.9% | -13.2% | +11.3% | -0.3% |
| 30D | -12.5% | +9.3% | -21.8% | -13.8% |
| 3M | -0.8% | +37.3% | -38.2% | -5.2% |
| 6M | -9.0% | +61.0% | -70.0% | -15.1% |
| YTD | +16.8% | +10.7% | +6.1% | +13.7% |
| 1Y | +9.5% | -7.2% | +16.6% | +8.7% |
| 3Y | +45.4% | +7.2% | +38.2% | +35.3% |
| 5Y | +37.8% | -47.7% | +85.5% | +27.3% |
| All | +37.8% | -49.0% | +86.8% | +27.3% |
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