-10.3%
TSCO vs ESTC
-49.0%
+38.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.0% |
| 7D | -3.1% | -13.2% | +10.0% | -1.4% |
| 30D | -4.4% | +9.3% | -13.7% | -5.9% |
| 3M | +9.7% | +37.3% | -27.7% | +4.5% |
| 6M | -32.4% | +61.0% | -93.4% | -37.2% |
| YTD | -31.7% | +10.7% | -42.3% | -33.5% |
| 1Y | -41.3% | -7.2% | -34.1% | -41.7% |
| 3Y | -18.3% | +7.2% | -25.5% | -24.2% |
| 5Y | -10.3% | -47.7% | +37.5% | -15.6% |
| All | -10.3% | -49.0% | +38.7% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling