-10.2%
TPR vs ESTC
+75.2%
-85.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -0.7% |
| 7D | +14.2% | -11.5% | +25.7% | +12.6% |
| 30D | +17.1% | -7.5% | +24.6% | +16.0% |
| 3M | -17.7% | +23.1% | -40.8% | -14.6% |
| 6M | -10.2% | +75.3% | -85.5% | -3.9% |
| All | -10.2% | +75.2% | -85.4% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling