+373.1%
TSM vs ESTC
+25.2%
+347.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.3% | +3.5% |
| 7D | +2.7% | -8.1% | +10.8% | +3.9% |
| 30D | +3.6% | +31.7% | -28.1% | -1.4% |
| 3M | -3.4% | +41.1% | -44.4% | -9.2% |
| 6M | +20.6% | +77.1% | -56.5% | +8.5% |
| YTD | +41.9% | +21.7% | +20.2% | +35.7% |
| 1Y | +84.4% | +8.4% | +76.0% | +79.2% |
| All | +373.1% | +25.2% | +347.9% | +350.1% |
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