+265.7%
TSM vs ESTC
-52.1%
+317.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.5% |
| 7D | +6.2% | +2.4% | +3.8% | +5.7% |
| 30D | -7.3% | -4.2% | -3.0% | -6.5% |
| 3M | -7.1% | +2.5% | -9.6% | -8.2% |
| 6M | +0.2% | +81.5% | -81.3% | -12.2% |
| YTD | +32.2% | +16.8% | +15.4% | +25.1% |
| 1Y | +42.8% | -3.5% | +46.2% | +40.3% |
| 3Y | +330.4% | +17.7% | +312.7% | +284.2% |
| All | +265.7% | -52.1% | +317.7% | +217.1% |
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 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