-77.3%
TMF vs ESTC
+24.6%
-102.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.5% | -3.8% |
| 7D | -1.1% | -3.6% | +2.5% | -1.0% |
| 30D | +11.8% | -11.2% | +23.0% | +12.0% |
| 3M | -4.0% | +14.3% | -18.4% | -4.4% |
| 6M | -16.5% | +67.0% | -83.5% | -17.4% |
| YTD | -19.9% | +15.7% | -35.6% | -20.3% |
| 1Y | -25.6% | -6.3% | -19.3% | -25.7% |
| 3Y | -29.9% | +14.5% | -44.4% | -30.2% |
| 5Y | -88.2% | -49.9% | -38.4% | -88.8% |
| All | -77.3% | +24.6% | -102.0% | -74.7% |
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