+680.9%
TLN vs ESTC
+30.7%
+650.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.9% | +2.4% | +6.5% |
| 7D | +9.1% | -1.2% | +10.2% | +9.3% |
| 30D | -4.1% | -8.1% | +4.0% | -3.0% |
| 3M | +4.4% | +20.2% | -15.7% | +0.5% |
| 6M | -6.0% | +72.7% | -78.8% | -15.6% |
| YTD | -3.1% | +19.6% | -22.8% | -7.8% |
| 1Y | -6.1% | +0.3% | -6.3% | -7.8% |
| 3Y | +575.3% | +22.8% | +552.5% | +541.7% |
| All | +680.9% | +30.7% | +650.2% | +652.7% |
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