+133.5%
TGT vs ESTC
+23.7%
+109.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.9% |
| 7D | -3.6% | -3.3% | -0.2% | -3.2% |
| 30D | +4.4% | +13.4% | -9.0% | +2.1% |
| 3M | +25.4% | +41.3% | -16.0% | +18.6% |
| 6M | +33.4% | +62.6% | -29.2% | +22.8% |
| YTD | +65.6% | +14.8% | +50.8% | +59.5% |
| 1Y | +80.3% | -5.1% | +85.3% | +77.7% |
| 3Y | +42.1% | +11.2% | +31.0% | +30.5% |
| 5Y | -25.0% | -47.0% | +22.0% | -27.7% |
| All | +133.5% | +23.7% | +109.9% | +77.6% |
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