-10.5%
TEM vs ESTC
+1.6%
-12.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | -1.3% | -15.9% | +14.6% | +3.7% |
| 30D | -9.5% | -5.5% | -4.0% | -8.0% |
| 3M | +60.7% | +26.2% | +34.5% | +47.7% |
| 6M | +35.5% | +77.0% | -41.5% | +12.1% |
| YTD | +28.0% | +18.9% | +9.2% | +8.1% |
| 1Y | -10.5% | +1.3% | -11.8% | -26.1% |
| All | -10.5% | +1.6% | -12.1% | -26.1% |
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