+129.5%
TKO vs ESTC
+19.1%
+110.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.3% | -9.2% | +11.5% | +3.6% |
| 30D | -2.5% | +8.1% | -10.5% | -3.9% |
| 3M | -10.6% | +38.5% | -49.1% | -15.0% |
| 6M | -5.1% | +57.8% | -62.8% | -11.6% |
| YTD | -8.2% | +10.5% | -18.8% | -10.9% |
| 1Y | -4.4% | -6.4% | +1.9% | -5.6% |
| 3Y | +100.4% | +4.7% | +95.7% | +87.5% |
| 5Y | +294.3% | -47.8% | +342.1% | +292.8% |
| All | +129.5% | +19.1% | +110.3% | +64.4% |
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 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