-76.4%
TMF vs ESTC
+23.0%
-99.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | +1.2% | -11.5% | +12.7% | +1.4% |
| 30D | +19.7% | -7.5% | +27.3% | +19.9% |
| 3M | -2.1% | +23.1% | -25.2% | -2.6% |
| 6M | -13.4% | +75.3% | -88.7% | -14.4% |
| YTD | -16.7% | +14.1% | -30.8% | -17.2% |
| 1Y | -23.3% | -0.6% | -22.8% | -23.6% |
| 3Y | -24.8% | +20.8% | -45.6% | -25.2% |
| 5Y | -88.0% | -48.8% | -39.3% | -88.6% |
| All | -76.4% | +23.0% | -99.4% | -73.7% |
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