-8.6%
TEL vs ESTC
+1.6%
-10.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.5% | -15.9% | +15.4% | +0.4% |
| 30D | +0.6% | -5.5% | +6.1% | +0.9% |
| 3M | +2.0% | +26.2% | -24.2% | +0.8% |
| 6M | +8.1% | +77.0% | -68.9% | +5.1% |
| YTD | -2.2% | +18.9% | -21.0% | -0.8% |
| 1Y | -8.6% | +1.3% | -9.9% | -5.4% |
| All | -8.6% | +1.6% | -10.1% | -5.4% |
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 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