+46.5%
TFC vs ESTC
+26.3%
+20.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.6% |
| 7D | +2.2% | -4.3% | +6.5% | +2.8% |
| 30D | -2.5% | +17.7% | -20.2% | -5.3% |
| 3M | +4.5% | +42.3% | -37.7% | -1.6% |
| 6M | +11.0% | +64.6% | -53.6% | +1.4% |
| YTD | +5.9% | +17.2% | -11.3% | +1.5% |
| 1Y | +14.6% | -4.2% | +18.8% | +12.8% |
| 3Y | +96.7% | +13.5% | +83.2% | +80.1% |
| 5Y | +15.6% | -45.5% | +61.1% | +12.2% |
| All | +46.5% | +26.3% | +20.2% | +3.7% |
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 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