+178.4%
TEL vs ESTC
+19.3%
+159.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.6% |
| 7D | -2.3% | -13.2% | +10.9% | +0.3% |
| 30D | -6.1% | +9.3% | -15.4% | -8.3% |
| 3M | +1.7% | +37.3% | -35.7% | -5.3% |
| 6M | +1.6% | +61.0% | -59.4% | -9.2% |
| YTD | -9.1% | +10.7% | -19.7% | -13.1% |
| 1Y | -1.7% | -7.2% | +5.5% | -3.1% |
| 3Y | +67.3% | +7.2% | +60.1% | +49.5% |
| 5Y | +52.1% | -47.7% | +99.8% | +49.0% |
| All | +178.4% | +19.3% | +159.1% | +88.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling