-12.0%
TRI vs ESTC
+14.8%
-26.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.2% |
| 7D | -2.9% | +2.4% | -5.3% | -3.4% |
| 30D | +3.7% | -4.2% | +7.9% | +4.1% |
| 3M | +3.7% | +2.5% | +1.3% | +2.5% |
| 6M | +35.1% | +81.5% | -46.4% | +21.7% |
| YTD | -14.0% | +16.8% | -30.9% | -19.3% |
| 1Y | -19.0% | -3.5% | -15.5% | -23.1% |
| 3Y | -12.0% | +17.7% | -29.7% | -17.0% |
| All | -12.0% | +14.8% | -26.8% | -17.0% |
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 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