-88.2%
TMF vs ESTC
-52.1%
-36.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.5% | -3.7% |
| 7D | -1.1% | -3.6% | +2.5% | -0.9% |
| 30D | +11.8% | -11.2% | +23.0% | +12.5% |
| 3M | -4.0% | +14.3% | -18.4% | -5.1% |
| 6M | -16.5% | +67.0% | -83.5% | -19.5% |
| YTD | -19.9% | +15.7% | -35.6% | -21.2% |
| 1Y | -25.6% | -6.3% | -19.3% | -25.9% |
| 3Y | -29.9% | +14.5% | -44.4% | -32.4% |
| 5Y | -88.2% | -49.9% | -38.4% | -89.8% |
| All | -88.2% | -52.1% | -36.2% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling