-97.0%
TSLQ vs ESTC
+29.9%
-126.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.5% | +16.5% | +10.0% |
| 7D | -5.8% | -8.1% | +2.3% | -8.5% |
| 30D | -22.1% | +31.7% | -53.8% | -10.1% |
| 3M | +10.1% | +41.1% | -31.0% | +32.6% |
| 6M | -6.8% | +77.1% | -83.8% | +26.1% |
| YTD | +8.5% | +21.7% | -13.2% | +26.0% |
| 1Y | -49.7% | +8.4% | -58.1% | -44.2% |
| 3Y | -95.6% | +23.6% | -119.3% | -93.6% |
| All | -97.0% | +29.9% | -126.9% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling