+45.8%
TFC vs ESTC
+28.9%
+16.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -2.9% | +1.2% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | +9.2% | -8.1% | +17.3% | +10.2% |
| 3M | -2.9% | +20.2% | -23.1% | -6.3% |
| 6M | +3.5% | +72.7% | -69.2% | -6.0% |
| YTD | +5.4% | +19.6% | -14.2% | +0.4% |
| 1Y | +17.3% | +0.3% | +17.0% | +14.5% |
| 3Y | +96.7% | +22.8% | +73.9% | +77.7% |
| 5Y | -1.1% | -50.9% | +49.8% | -2.2% |
| All | +45.8% | +28.9% | +16.9% | +2.6% |
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 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