+600.6%
TLN vs ESTC
+28.1%
+572.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.7% | +6.5% | +3.3% |
| 7D | +10.9% | -4.3% | +15.2% | +11.5% |
| 30D | -6.3% | +17.7% | -24.0% | -9.4% |
| 3M | -10.7% | +42.3% | -53.0% | -16.7% |
| 6M | +1.6% | +64.6% | -62.9% | -8.2% |
| YTD | -13.1% | +17.2% | -30.3% | -16.9% |
| 1Y | -15.1% | -4.2% | -10.8% | -16.0% |
| 3Y | +495.0% | +13.5% | +481.5% | +469.5% |
| All | +600.6% | +28.1% | +572.5% | +578.2% |
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