-96.7%
TSLQ vs ESTC
+13.6%
-110.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -2.4% |
| 7D | +4.7% | -3.6% | +8.3% | +4.0% |
| 30D | -5.6% | -11.2% | +5.6% | -8.9% |
| 3M | -34.6% | +14.3% | -48.9% | -27.5% |
| 6M | -11.4% | +67.0% | -78.3% | +18.4% |
| YTD | -14.1% | +15.7% | -29.8% | -0.5% |
| 1Y | -20.7% | -6.3% | -14.5% | -16.9% |
| All | -96.7% | +13.6% | -110.3% | -95.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling