+213.1%
TPR vs ESTC
+31.2%
+181.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.0% |
| 7D | -2.3% | -8.1% | +5.8% | -0.6% |
| 30D | -23.0% | +31.7% | -54.7% | -28.7% |
| 3M | -12.5% | +41.1% | -53.5% | -20.6% |
| 6M | -21.4% | +77.1% | -98.5% | -33.4% |
| YTD | -3.5% | +21.7% | -25.2% | -11.2% |
| 1Y | +17.4% | +8.4% | +9.0% | +10.0% |
| 3Y | +291.3% | +23.6% | +267.6% | +228.8% |
| 5Y | +241.9% | -46.5% | +288.4% | +230.5% |
| All | +213.1% | +31.2% | +181.9% | +85.0% |
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