-45.7%
TOST vs ESTC
-43.4%
-2.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +2.2% |
| 7D | -3.4% | -8.1% | +4.7% | +0.1% |
| 30D | -2.4% | +31.7% | -34.1% | -16.6% |
| 3M | +34.6% | +41.1% | -6.4% | +10.8% |
| 6M | +15.2% | +77.1% | -61.9% | -16.0% |
| YTD | -4.4% | +21.7% | -26.1% | -17.1% |
| 1Y | -17.4% | +8.4% | -25.8% | -26.1% |
| 3Y | +54.5% | +23.6% | +30.8% | +3.0% |
| All | -45.7% | -43.4% | -2.3% | -41.5% |
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