-97.2%
TSLQ vs ESTC
+25.1%
-122.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.7% | -4.3% | -9.6% |
| 7D | -8.6% | -4.3% | -4.3% | -9.8% |
| 30D | -24.9% | +17.7% | -42.6% | -17.8% |
| 3M | -1.5% | +42.3% | -43.8% | +18.6% |
| 6M | -18.1% | +64.6% | -82.6% | +7.1% |
| YTD | -0.1% | +17.2% | -17.3% | +14.0% |
| 1Y | -51.4% | -4.2% | -47.2% | -49.3% |
| 3Y | -95.9% | +13.5% | -109.4% | -94.3% |
| All | -97.2% | +25.1% | -122.3% | -95.3% |
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