-5.3%
TSN vs ESTC
+7.3%
-12.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.8% |
| 7D | -6.3% | -8.1% | +1.8% | -6.3% |
| 30D | -10.8% | +31.7% | -42.5% | -10.6% |
| 3M | -8.8% | +41.1% | -49.8% | -8.7% |
| 6M | -16.8% | +77.1% | -93.9% | -16.1% |
| YTD | -10.0% | +21.7% | -31.7% | -9.0% |
| 1Y | -5.3% | +8.4% | -13.6% | -3.0% |
| All | -5.3% | +7.3% | -12.5% | -3.0% |
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 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