-26.3%
TNA vs ESTC
+25.9%
-52.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +3.7% | +2.4% | +1.3% | +2.3% |
| 30D | +4.4% | -4.2% | +8.6% | +7.0% |
| 3M | -26.7% | +2.5% | -29.1% | -30.1% |
| 6M | -12.8% | +81.5% | -94.3% | -43.3% |
| YTD | +22.7% | +16.8% | +5.8% | +0.6% |
| 1Y | +35.7% | -3.5% | +39.1% | +23.6% |
| 3Y | +134.6% | +17.7% | +116.9% | +63.3% |
| 5Y | -46.0% | -51.7% | +5.8% | -36.4% |
| All | -26.3% | +25.9% | -52.2% | -66.1% |
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