-78.3%
TMF vs ESTC
+27.2%
-105.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.0% | -6.4% | -4.5% |
| 7D | -8.2% | +5.8% | -13.9% | -8.3% |
| 30D | +5.3% | -5.6% | +10.9% | +5.4% |
| 3M | -8.5% | +15.4% | -23.9% | -8.8% |
| 6M | -17.2% | +77.8% | -95.0% | -18.2% |
| YTD | -23.4% | +18.1% | -41.5% | -23.8% |
| 1Y | -30.2% | -3.7% | -26.6% | -30.4% |
| 3Y | -32.9% | +16.9% | -49.8% | -33.3% |
| 5Y | -88.5% | -51.2% | -37.3% | -89.1% |
| All | -78.3% | +27.2% | -105.5% | -75.8% |
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