+114.6%
TSCO vs ESTC
+19.1%
+95.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -9.2% | +3.5% | -4.4% |
| 30D | -8.8% | +8.1% | -16.8% | -10.3% |
| 3M | +6.3% | +38.5% | -32.1% | +0.6% |
| 6M | -32.3% | +57.8% | -90.1% | -37.5% |
| YTD | -32.7% | +10.5% | -43.2% | -34.9% |
| 1Y | -43.7% | -6.4% | -37.3% | -44.4% |
| 3Y | -19.7% | +4.7% | -24.3% | -25.8% |
| 5Y | -11.6% | -47.8% | +36.2% | -13.7% |
| All | +114.6% | +19.1% | +95.5% | +58.6% |
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 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