+43.0%
TRMB vs ESTC
+31.2%
+11.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.4% | +0.2% |
| 7D | -2.5% | -8.1% | +5.6% | -0.4% |
| 30D | +1.5% | +31.7% | -30.2% | -6.8% |
| 3M | +6.8% | +41.1% | -34.3% | -4.1% |
| 6M | -14.9% | +77.1% | -92.0% | -28.7% |
| YTD | -24.1% | +21.7% | -45.8% | -30.0% |
| 1Y | -25.4% | +8.4% | -33.8% | -29.8% |
| 3Y | +8.0% | +23.6% | -15.6% | -10.5% |
| 5Y | -37.3% | -46.5% | +9.2% | -38.7% |
| All | +43.0% | +31.2% | +11.9% | -10.5% |
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