-19.5%
TRI vs ESTC
+11.0%
-30.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -8.4% | -3.3% | -5.0% | -7.8% |
| 30D | -6.5% | +13.4% | -19.9% | -8.7% |
| 3M | +18.6% | +41.3% | -22.8% | +11.8% |
| 6M | -10.4% | +62.6% | -73.0% | -17.4% |
| YTD | -23.7% | +14.8% | -38.5% | -27.6% |
| 1Y | -42.5% | -5.1% | -37.4% | -44.9% |
| All | -19.5% | +11.0% | -30.5% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling