-40.9%
TSCO vs ESTC
+7.3%
-48.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.3% |
| 7D | +0.8% | -8.1% | +8.9% | +1.1% |
| 30D | +5.5% | +31.7% | -26.2% | +3.8% |
| 3M | +20.0% | +41.1% | -21.1% | +17.6% |
| 6M | -29.8% | +77.1% | -106.9% | -31.5% |
| YTD | -28.7% | +21.7% | -50.4% | -29.0% |
| 1Y | -40.9% | +8.4% | -49.3% | -40.9% |
| All | -40.9% | +7.3% | -48.2% | -40.9% |
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