-1.9%
TRU vs ESTC
+11.0%
-12.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | -6.5% | -3.3% | -3.1% | -5.7% |
| 30D | -2.5% | +13.4% | -15.9% | -6.1% |
| 3M | +10.4% | +41.3% | -31.0% | +0.3% |
| 6M | +1.6% | +62.6% | -60.9% | -11.3% |
| YTD | -9.7% | +14.8% | -24.5% | -14.9% |
| 1Y | -17.3% | -5.1% | -12.2% | -19.2% |
| All | -1.9% | +11.0% | -12.9% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling