-40.9%
TMF vs ESTC
+25.2%
-66.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.6% |
| 7D | -1.4% | -8.1% | +6.7% | -0.9% |
| 30D | -2.8% | +31.7% | -34.5% | -4.8% |
| 3M | -10.9% | +41.1% | -52.0% | -13.1% |
| 6M | -21.3% | +77.1% | -98.4% | -24.7% |
| YTD | -15.9% | +21.7% | -37.6% | -17.4% |
| 1Y | -15.7% | +8.4% | -24.1% | -16.7% |
| All | -40.9% | +25.2% | -66.1% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling