-41.3%
TSCO vs ESTC
-8.5%
-32.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.3% |
| 7D | -3.1% | -13.2% | +10.0% | -2.5% |
| 30D | -4.4% | +9.3% | -13.7% | -5.0% |
| 3M | +9.7% | +37.3% | -27.7% | +7.7% |
| 6M | -32.4% | +61.0% | -93.4% | -33.8% |
| YTD | -31.7% | +10.7% | -42.3% | -31.6% |
| 1Y | -41.3% | -7.2% | -34.1% | -40.4% |
| All | -41.3% | -8.5% | -32.7% | -40.4% |
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