+143.8%
TGT vs ESTC
+31.2%
+112.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.9% |
| 7D | +0.8% | -8.1% | +8.9% | +1.8% |
| 30D | +12.2% | +31.7% | -19.5% | +7.4% |
| 3M | +33.8% | +41.1% | -7.3% | +26.6% |
| 6M | +39.3% | +77.1% | -37.8% | +26.8% |
| YTD | +72.9% | +21.7% | +51.2% | +65.2% |
| 1Y | +84.6% | +8.4% | +76.2% | +78.3% |
| 3Y | +46.2% | +23.6% | +22.6% | +32.0% |
| 5Y | -21.3% | -46.5% | +25.1% | -24.3% |
| All | +143.8% | +31.2% | +112.6% | +83.9% |
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 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