+51.8%
TEL vs ESTC
-46.4%
+98.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +1.2% | -3.3% | +4.6% | +1.7% |
| 30D | -4.1% | +13.4% | -17.6% | -6.5% |
| 3M | -2.6% | +41.3% | -43.9% | -8.5% |
| 6M | 0.0% | +62.6% | -62.6% | -8.9% |
| YTD | -9.1% | +14.8% | -23.8% | -12.6% |
| 1Y | -0.8% | -5.1% | +4.2% | -2.0% |
| 3Y | +67.4% | +11.2% | +56.2% | +51.8% |
| 5Y | +51.8% | -47.0% | +98.7% | +42.2% |
| All | +51.8% | -46.4% | +98.1% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling