-17.3%
TEM vs ESTC
+7.3%
-24.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.1% |
| 7D | +0.9% | -8.1% | +9.0% | +3.0% |
| 30D | +38.4% | +31.7% | +6.7% | +25.4% |
| 3M | +23.7% | +41.1% | -17.4% | +9.5% |
| 6M | +26.0% | +77.1% | -51.1% | +2.9% |
| YTD | +9.4% | +21.7% | -12.3% | -5.2% |
| 1Y | -17.3% | +8.4% | -25.7% | -26.7% |
| All | -17.3% | +7.3% | -24.6% | -26.7% |
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