+43.1%
TFC vs ESTC
+23.0%
+20.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | +1.2% | -11.5% | +12.7% | +2.9% |
| 30D | +8.3% | -7.5% | +15.9% | +9.3% |
| 3M | -5.2% | +23.1% | -28.2% | -8.9% |
| 6M | -0.8% | +75.3% | -76.1% | -10.2% |
| YTD | +3.4% | +14.1% | -10.7% | -0.8% |
| 1Y | +17.0% | -0.6% | +17.6% | +14.3% |
| 3Y | +86.2% | +20.8% | +65.4% | +68.4% |
| 5Y | -2.3% | -48.8% | +46.5% | -4.3% |
| All | +43.1% | +23.0% | +20.1% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling