-7.6%
TNA vs ESTC
+31.2%
-38.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +3.4% |
| 7D | -0.1% | -8.1% | +8.0% | +4.6% |
| 30D | -4.9% | +31.7% | -36.6% | -22.3% |
| 3M | +0.4% | +41.1% | -40.7% | -22.2% |
| 6M | +32.5% | +77.1% | -44.5% | -14.0% |
| YTD | +53.7% | +21.7% | +32.0% | +23.5% |
| 1Y | +65.1% | +8.4% | +56.7% | +38.6% |
| 3Y | +98.4% | +23.6% | +74.8% | +32.8% |
| 5Y | -22.5% | -46.5% | +24.0% | -15.1% |
| All | -7.6% | +31.2% | -38.8% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling