-4.4%
TKO vs ESTC
-7.7%
+3.3%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.3% | -9.2% | +11.5% | +3.2% |
| 30D | -2.5% | +8.1% | -10.5% | -3.7% |
| 3M | -10.6% | +38.5% | -49.1% | -14.4% |
| 6M | -5.1% | +57.8% | -62.8% | -10.1% |
| YTD | -8.2% | +10.5% | -18.8% | -12.4% |
| 1Y | -4.4% | -6.4% | +1.9% | -7.1% |
| All | -4.4% | -7.7% | +3.3% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling