+146.2%
TMUS vs ESTC
+20.3%
+126.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.4% |
| 7D | +9.0% | -18.5% | +27.5% | +10.9% |
| 30D | -3.2% | -11.0% | +7.8% | -2.5% |
| 3M | -6.9% | +20.8% | -27.7% | -9.3% |
| 6M | -16.4% | +67.9% | -84.3% | -21.3% |
| YTD | -19.6% | +11.6% | -31.2% | -21.7% |
| 1Y | -19.9% | -3.3% | -16.6% | -21.0% |
| 3Y | +14.5% | +16.4% | -1.9% | +5.0% |
| 5Y | +37.7% | -49.9% | +87.6% | +37.3% |
| All | +146.2% | +20.3% | +126.0% | +84.4% |
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