+46.8%
TGT vs ESTC
+11.7%
+35.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.8% |
| 7D | -0.6% | -4.3% | +3.7% | -0.3% |
| 30D | +9.5% | +17.7% | -8.2% | +7.8% |
| 3M | +32.3% | +42.3% | -10.0% | +28.2% |
| 6M | +37.0% | +64.6% | -27.5% | +30.8% |
| YTD | +71.0% | +17.2% | +53.8% | +67.8% |
| 1Y | +85.0% | -4.2% | +89.2% | +84.9% |
| 3Y | +46.8% | +13.5% | +33.3% | +44.5% |
| All | +46.8% | +11.7% | +35.1% | +44.5% |
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