+3.4%
TRU vs ESTC
+1.6%
+1.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.4% | +4.8% |
| 7D | +10.5% | -15.9% | +26.4% | +15.1% |
| 30D | +28.7% | -5.5% | +34.2% | +29.8% |
| 3M | +0.7% | +26.2% | -25.6% | -7.3% |
| 6M | +19.3% | +77.0% | -57.7% | -1.1% |
| YTD | -3.7% | +18.9% | -22.6% | -14.2% |
| 1Y | +3.4% | +1.3% | +2.1% | -8.4% |
| All | +3.4% | +1.6% | +1.9% | -8.4% |
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