-49.7%
TSLQ vs ESTC
+7.3%
-57.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.5% | +16.5% | +10.8% |
| 7D | -5.8% | -8.1% | +2.3% | -7.1% |
| 30D | -22.1% | +31.7% | -53.8% | -15.9% |
| 3M | +10.1% | +41.1% | -31.0% | +21.7% |
| 6M | -6.8% | +77.1% | -83.8% | +9.3% |
| YTD | +8.5% | +21.7% | -13.2% | +21.2% |
| 1Y | -49.7% | +8.4% | -58.1% | -45.8% |
| All | -49.7% | +7.3% | -57.0% | -45.8% |
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