+67.6%
TEL vs ESTC
+11.7%
+55.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -1.4% |
| 7D | -1.4% | -4.3% | +2.8% | -1.0% |
| 30D | -4.9% | +17.7% | -22.6% | -6.8% |
| 3M | +0.1% | +42.3% | -42.2% | -4.0% |
| 6M | +0.4% | +64.6% | -64.2% | -5.7% |
| YTD | -8.9% | +17.2% | -26.1% | -11.1% |
| 1Y | -0.3% | -4.2% | +3.9% | -0.4% |
| 3Y | +67.6% | +13.5% | +54.1% | +62.6% |
| All | +67.6% | +11.7% | +55.9% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling