+11.8%
TRU vs ESTC
+19.1%
-7.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -2.7% | -9.2% | +6.4% | -0.3% |
| 30D | -2.0% | +8.1% | -10.1% | -4.7% |
| 3M | +18.4% | +38.5% | -20.0% | +7.8% |
| 6M | +8.9% | +57.8% | -48.9% | -4.8% |
| YTD | -8.9% | +10.5% | -19.5% | -13.2% |
| 1Y | -15.9% | -6.4% | -9.5% | -17.2% |
| 3Y | -1.1% | +4.7% | -5.7% | -10.9% |
| 5Y | -35.2% | -47.8% | +12.6% | -36.6% |
| All | +11.8% | +19.1% | -7.3% | -25.7% |
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