-31.0%
TRMB vs ESTC
+1.6%
-32.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.9% | -16.4% | -17.1% |
| 7D | -15.7% | -15.9% | +0.2% | -12.6% |
| 30D | -7.8% | -5.5% | -2.2% | -6.9% |
| 3M | -9.3% | +26.2% | -35.5% | -15.3% |
| 6M | -20.8% | +77.0% | -97.8% | -31.9% |
| YTD | -30.8% | +18.9% | -49.6% | -37.3% |
| 1Y | -31.0% | +1.3% | -32.3% | -37.9% |
| All | -31.0% | +1.6% | -32.5% | -37.9% |
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