-9.7%
TRU vs ESTC
+7.3%
-17.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.4% | -4.7% |
| 7D | -6.8% | -8.1% | +1.3% | -4.7% |
| 30D | 0.0% | +31.7% | -31.6% | -8.0% |
| 3M | +13.3% | +41.1% | -27.8% | +1.7% |
| 6M | +3.4% | +77.1% | -73.6% | -13.4% |
| YTD | -6.4% | +21.7% | -28.1% | -16.0% |
| 1Y | -9.7% | +8.4% | -18.1% | -18.6% |
| All | -9.7% | +7.3% | -17.0% | -18.6% |
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