+96.6%
TFC vs ESTC
+25.2%
+71.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.5% |
| 7D | +2.4% | -8.1% | +10.5% | +3.3% |
| 30D | -1.3% | +31.7% | -33.0% | -4.6% |
| 3M | +6.1% | +41.1% | -35.0% | +1.5% |
| 6M | +7.3% | +77.1% | -69.7% | -0.6% |
| YTD | +8.2% | +21.7% | -13.5% | +4.9% |
| 1Y | +14.4% | +8.4% | +6.0% | +12.1% |
| All | +96.6% | +25.2% | +71.5% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling