+164.1%
TRI vs ESTC
+31.2%
+132.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -0.9% | -4.8% |
| 7D | -0.5% | -8.1% | +7.6% | +0.7% |
| 30D | +7.9% | +31.7% | -23.8% | +3.3% |
| 3M | +24.1% | +41.1% | -17.0% | +17.6% |
| 6M | +3.8% | +77.1% | -73.2% | -4.7% |
| YTD | -16.9% | +21.7% | -38.6% | -20.1% |
| 1Y | -38.4% | +8.4% | -46.8% | -40.3% |
| 3Y | -12.2% | +23.6% | -35.8% | -19.6% |
| 5Y | -1.8% | -46.5% | +44.7% | -3.4% |
| All | +164.1% | +31.2% | +132.9% | +103.2% |
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 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