-17.3%
TLN vs ESTC
+4.6%
-21.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.3% | +3.9% |
| 7D | +7.1% | -8.1% | +15.2% | +7.4% |
| 30D | -3.9% | +31.7% | -35.6% | -5.8% |
| 3M | -16.2% | +41.1% | -57.2% | -17.9% |
| 6M | -5.8% | +77.1% | -82.9% | -10.5% |
| YTD | -15.4% | +21.7% | -37.1% | -17.1% |
| All | -17.3% | +4.6% | -21.9% | -14.2% |
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 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