+52.2%
TEM vs ESTC
-22.8%
+75.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -3.8% |
| 7D | -1.1% | -3.3% | +2.3% | +0.3% |
| 30D | +11.3% | +13.4% | -2.1% | +2.4% |
| 3M | +25.5% | +41.3% | -15.8% | +3.6% |
| 6M | +17.1% | +62.6% | -45.5% | -10.4% |
| YTD | +3.8% | +14.8% | -11.0% | -7.3% |
| 1Y | -24.4% | -5.1% | -19.3% | -26.7% |
| All | +52.2% | -22.8% | +75.1% | +62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling