+160.6%
TMUS vs ESTC
+25.9%
+134.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +4.9% | +2.4% | +2.5% | +4.7% |
| 30D | +7.7% | -4.2% | +12.0% | +7.8% |
| 3M | -6.8% | +2.5% | -9.3% | -7.6% |
| 6M | -9.7% | +81.5% | -91.2% | -15.6% |
| YTD | -15.0% | +16.8% | -31.8% | -17.5% |
| 1Y | -19.1% | -3.5% | -15.7% | -20.1% |
| 3Y | +21.4% | +17.7% | +3.7% | +11.5% |
| 5Y | +51.2% | -51.7% | +102.9% | +52.7% |
| All | +160.6% | +25.9% | +134.7% | +94.4% |
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 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