-41.5%
TRI vs ESTC
-8.5%
-33.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +0.1% |
| 7D | -14.4% | -13.2% | -1.2% | -9.3% |
| 30D | -8.1% | +9.3% | -17.5% | -12.4% |
| 3M | +17.5% | +37.3% | -19.8% | +1.6% |
| 6M | -5.0% | +61.0% | -66.0% | -23.4% |
| YTD | -24.7% | +10.7% | -35.4% | -35.0% |
| 1Y | -41.5% | -7.2% | -34.3% | -50.1% |
| All | -41.5% | -8.5% | -33.0% | -50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling