+139.2%
TRI vs ESTC
+19.3%
+119.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.8% |
| 7D | -14.4% | -13.2% | -1.2% | -12.5% |
| 30D | -8.1% | +9.3% | -17.5% | -9.5% |
| 3M | +17.5% | +37.3% | -19.8% | +12.0% |
| 6M | -5.0% | +61.0% | -66.0% | -11.5% |
| YTD | -24.7% | +10.7% | -35.4% | -26.6% |
| 1Y | -41.5% | -7.2% | -34.3% | -42.0% |
| 3Y | -20.3% | +7.2% | -27.5% | -25.5% |
| 5Y | -10.9% | -47.7% | +36.8% | -12.1% |
| All | +139.2% | +19.3% | +119.9% | +86.7% |
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 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