+41.4%
TRMB vs ESTC
+26.3%
+15.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.2% |
| 7D | -0.3% | -4.3% | +4.0% | +0.8% |
| 30D | -1.2% | +17.7% | -18.9% | -6.4% |
| 3M | +9.6% | +42.3% | -32.7% | -1.8% |
| 6M | -16.1% | +64.6% | -80.7% | -28.3% |
| YTD | -25.0% | +17.2% | -42.2% | -30.1% |
| 1Y | -27.7% | -4.2% | -23.5% | -29.5% |
| 3Y | +15.3% | +13.5% | +1.8% | -1.9% |
| 5Y | -37.4% | -45.5% | +8.1% | -39.2% |
| All | +41.4% | +26.3% | +15.1% | -10.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling