+164.0%
TMUS vs ESTC
+24.7%
+139.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.8% | +1.8% |
| 7D | +8.2% | -2.6% | +10.8% | +8.4% |
| 30D | +13.4% | -8.6% | +22.0% | +14.0% |
| 3M | -3.0% | +14.4% | -17.4% | -5.0% |
| 6M | -8.8% | +73.3% | -82.1% | -14.4% |
| YTD | -13.8% | +15.7% | -29.6% | -16.3% |
| 1Y | -17.1% | -7.6% | -9.5% | -17.7% |
| 3Y | +22.7% | +14.6% | +8.1% | +13.1% |
| 5Y | +52.8% | -50.0% | +102.9% | +53.3% |
| All | +164.0% | +24.7% | +139.3% | +97.1% |
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