-45.4%
TNA vs ESTC
-49.1%
+3.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -6.0% |
| 7D | +7.7% | +5.8% | +1.9% | +4.6% |
| 30D | -0.7% | -5.6% | +4.9% | +2.4% |
| 3M | -25.4% | +15.4% | -40.8% | -33.3% |
| 6M | -11.8% | +77.8% | -89.6% | -39.8% |
| YTD | +23.9% | +18.1% | +5.9% | +3.6% |
| 1Y | +25.6% | -3.7% | +29.3% | +17.0% |
| 3Y | +137.1% | +16.9% | +120.2% | +71.7% |
| 5Y | -45.4% | -51.2% | +5.8% | -52.8% |
| All | -45.4% | -49.1% | +3.7% | -52.8% |
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