+31.5%
TRMB vs ESTC
+28.9%
+2.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | -0.3% |
| 7D | -17.0% | -1.2% | -15.8% | -16.7% |
| 30D | -9.0% | -8.1% | -0.9% | -7.2% |
| 3M | -8.1% | +20.2% | -28.3% | -13.9% |
| 6M | -10.1% | +72.7% | -82.8% | -24.2% |
| YTD | -30.2% | +19.6% | -49.9% | -35.7% |
| 1Y | -30.7% | +0.3% | -31.0% | -33.4% |
| 3Y | +32.6% | +22.8% | +9.8% | +10.1% |
| 5Y | -38.1% | -50.9% | +12.7% | -38.1% |
| All | +31.5% | +28.9% | +2.6% | -17.7% |
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 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