+135.5%
TKO vs ESTC
+26.3%
+109.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.7% | +8.7% | +5.5% |
| 7D | +7.2% | -4.3% | +11.5% | +7.7% |
| 30D | +4.7% | +17.7% | -13.0% | +2.0% |
| 3M | -3.2% | +42.3% | -45.5% | -8.3% |
| 6M | -2.9% | +64.6% | -67.4% | -10.1% |
| YTD | -5.8% | +17.2% | -23.0% | -9.3% |
| 1Y | -1.1% | -4.2% | +3.1% | -2.5% |
| 3Y | +111.1% | +13.5% | +97.6% | +95.3% |
| 5Y | +315.6% | -45.5% | +361.1% | +312.0% |
| All | +135.5% | +26.3% | +109.2% | +67.5% |
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 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