+1,000.0%
TSM vs ESTC
+28.9%
+971.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.3% | +2.5% |
| 7D | -2.5% | -1.2% | -1.3% | -2.1% |
| 30D | -14.3% | -8.1% | -6.2% | -12.7% |
| 3M | -7.2% | +20.2% | -27.4% | -11.7% |
| 6M | -5.1% | +72.7% | -77.9% | -17.3% |
| YTD | +28.9% | +19.6% | +9.2% | +20.2% |
| 1Y | +37.1% | +0.3% | +36.8% | +32.7% |
| 3Y | +341.5% | +22.8% | +318.7% | +283.5% |
| 5Y | +245.7% | -50.9% | +296.6% | +246.1% |
| All | +1,000.0% | +28.9% | +971.0% | +676.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling