-51.2%
TSLQ vs ESTC
-6.1%
-45.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | -0.3% |
| 7D | -8.0% | -3.3% | -4.7% | -8.5% |
| 30D | -23.8% | +13.4% | -37.2% | -20.6% |
| 3M | -7.0% | +41.3% | -48.3% | +2.4% |
| 6M | -17.1% | +62.6% | -79.7% | -4.5% |
| YTD | +0.1% | +14.8% | -14.7% | +10.1% |
| 1Y | -51.2% | -5.1% | -46.1% | -50.1% |
| All | -51.2% | -6.1% | -45.1% | -50.1% |
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