+49.7%
TFC vs ESTC
+31.2%
+18.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.7% |
| 7D | +2.4% | -8.1% | +10.5% | +3.6% |
| 30D | -1.3% | +31.7% | -33.0% | -5.8% |
| 3M | +6.1% | +41.1% | -35.0% | -0.1% |
| 6M | +7.3% | +77.1% | -69.7% | -3.0% |
| YTD | +8.2% | +21.7% | -13.5% | +3.1% |
| 1Y | +14.4% | +8.4% | +6.0% | +10.4% |
| 3Y | +93.7% | +23.6% | +70.1% | +74.9% |
| 5Y | +16.4% | -46.5% | +62.9% | +13.5% |
| All | +49.7% | +31.2% | +18.5% | +5.4% |
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