-44.5%
TOST vs ESTC
-47.0%
+2.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.4% |
| 7D | +9.4% | -11.5% | +21.0% | +15.3% |
| 30D | +13.5% | -7.5% | +21.0% | +16.6% |
| 3M | -0.1% | +23.1% | -23.2% | -13.0% |
| 6M | +22.5% | +75.3% | -52.8% | -11.1% |
| YTD | -2.4% | +14.1% | -16.5% | -13.9% |
| 1Y | -4.7% | -0.6% | -4.1% | -11.3% |
| 3Y | +103.2% | +20.8% | +82.4% | +35.4% |
| 5Y | -41.2% | -48.8% | +7.5% | -34.6% |
| All | -44.5% | -47.0% | +2.4% | -39.2% |
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 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