+178.3%
TMUS vs ESTC
+31.2%
+147.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -3.0% |
| 7D | +0.1% | -8.1% | +8.2% | +0.9% |
| 30D | +5.3% | +31.7% | -26.4% | +2.2% |
| 3M | +3.1% | +41.1% | -37.9% | -0.7% |
| 6M | -16.5% | +77.1% | -93.5% | -21.6% |
| YTD | -9.2% | +21.7% | -30.9% | -11.8% |
| 1Y | -26.5% | +8.4% | -34.9% | -28.1% |
| 3Y | +39.0% | +23.6% | +15.4% | +27.2% |
| 5Y | +40.4% | -46.5% | +86.8% | +39.8% |
| All | +178.3% | +31.2% | +147.2% | +107.7% |
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