-22.5%
TNA vs ESTC
-46.4%
+23.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.0% |
| 7D | -3.6% | -3.3% | -0.3% | -2.1% |
| 30D | -10.1% | +13.4% | -23.5% | -18.6% |
| 3M | +2.7% | +41.3% | -38.6% | -18.8% |
| 6M | +38.4% | +62.6% | -24.2% | -1.9% |
| YTD | +45.4% | +14.8% | +30.7% | +23.8% |
| 1Y | +55.9% | -5.1% | +61.0% | +45.2% |
| 3Y | +109.8% | +11.2% | +98.7% | +55.9% |
| 5Y | -22.5% | -47.0% | +24.5% | -26.2% |
| All | -22.5% | -46.4% | +23.9% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling