+108.8%
TNA vs ESTC
+11.0%
+97.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.4% |
| 7D | -3.6% | -3.3% | -0.3% | -2.5% |
| 30D | -10.1% | +13.4% | -23.5% | -16.2% |
| 3M | +2.7% | +41.3% | -38.6% | -13.4% |
| 6M | +38.4% | +62.6% | -24.2% | +7.8% |
| YTD | +45.4% | +14.8% | +30.7% | +31.2% |
| 1Y | +55.9% | -5.1% | +61.0% | +51.6% |
| All | +108.8% | +11.0% | +97.8% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling