+243.9%
TPR vs ESTC
+20.3%
+223.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -6.1% | +13.2% | +8.4% |
| 7D | +13.9% | -18.5% | +32.3% | +18.7% |
| 30D | +14.9% | -11.0% | +25.9% | +17.2% |
| 3M | -15.4% | +20.8% | -36.2% | -20.8% |
| 6M | -4.5% | +67.9% | -72.4% | -18.2% |
| YTD | +6.0% | +11.6% | -5.6% | -1.3% |
| 1Y | +24.3% | -3.3% | +27.6% | +19.3% |
| 3Y | +412.8% | +16.4% | +396.4% | +334.7% |
| 5Y | +258.4% | -49.9% | +308.3% | +249.2% |
| All | +243.9% | +20.3% | +223.7% | +105.7% |
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