-76.2%
TMF vs ESTC
+31.2%
-107.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.4% |
| 7D | -1.4% | -8.1% | +6.7% | -1.3% |
| 30D | -2.8% | +31.7% | -34.5% | -3.4% |
| 3M | -10.9% | +41.1% | -52.0% | -11.5% |
| 6M | -21.3% | +77.1% | -98.4% | -22.2% |
| YTD | -15.9% | +21.7% | -37.6% | -16.4% |
| 1Y | -15.7% | +8.4% | -24.1% | -16.1% |
| 3Y | -43.4% | +23.6% | -67.0% | -43.7% |
| 5Y | -87.8% | -46.5% | -41.3% | -88.3% |
| All | -76.2% | +31.2% | -107.3% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling