-15.2%
TNA vs ESTC
+19.3%
-34.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.6% | +0.6% | -0.9% |
| 7D | -7.6% | -13.2% | +5.6% | +0.3% |
| 30D | -13.6% | +9.3% | -23.0% | -21.0% |
| 3M | +2.8% | +37.3% | -34.5% | -19.3% |
| 6M | +34.5% | +61.0% | -26.5% | -7.5% |
| YTD | +41.0% | +10.7% | +30.4% | +19.9% |
| 1Y | +52.0% | -7.2% | +59.2% | +40.6% |
| 3Y | +103.5% | +7.2% | +96.3% | +49.4% |
| 5Y | -22.5% | -47.7% | +25.2% | -14.7% |
| All | -15.2% | +19.3% | -34.5% | -59.6% |
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