+153.5%
TDY vs ESTC
+26.3%
+127.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.4% |
| 7D | -0.9% | -4.3% | +3.4% | -0.3% |
| 30D | -12.5% | +17.7% | -30.2% | -15.1% |
| 3M | -1.2% | +42.3% | -43.5% | -7.3% |
| 6M | -6.6% | +64.6% | -71.1% | -14.9% |
| YTD | +18.5% | +17.2% | +1.3% | +13.2% |
| 1Y | +10.8% | -4.2% | +15.0% | +8.9% |
| 3Y | +47.5% | +13.5% | +34.0% | +33.1% |
| 5Y | +35.8% | -45.5% | +81.3% | +32.5% |
| All | +153.5% | +26.3% | +127.2% | +69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling