+153.1%
TE vs ESTC
-6.1%
+159.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | +15.0% | -3.3% | +18.3% | +15.7% |
| 30D | -7.5% | +13.4% | -21.0% | -11.1% |
| 3M | -42.0% | +41.3% | -83.3% | -47.6% |
| 6M | -31.4% | +62.6% | -94.0% | -40.9% |
| YTD | -26.5% | +14.8% | -41.3% | -35.4% |
| 1Y | +153.1% | -5.1% | +158.1% | +159.0% |
| All | +153.1% | -6.1% | +159.2% | +159.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling