+36.0%
TSM vs ESTC
+1.6%
+34.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.2% |
| 7D | -10.0% | -15.9% | +5.9% | -9.2% |
| 30D | -18.5% | -5.5% | -13.0% | -18.2% |
| 3M | -4.9% | +26.2% | -31.1% | -5.8% |
| 6M | -1.0% | +77.0% | -78.0% | -3.4% |
| YTD | +31.3% | +18.9% | +12.4% | +33.4% |
| 1Y | +36.0% | +1.3% | +34.7% | +40.7% |
| All | +36.0% | +1.6% | +34.5% | +40.7% |
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