+6.9%
TSN vs ESTC
+26.3%
-19.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +1.9% |
| 7D | -5.0% | -4.3% | -0.8% | -4.9% |
| 30D | -9.1% | +17.7% | -26.8% | -10.2% |
| 3M | -7.4% | +42.3% | -49.7% | -9.7% |
| 6M | -13.4% | +64.6% | -77.9% | -16.5% |
| YTD | -8.5% | +17.2% | -25.7% | -10.0% |
| 1Y | -3.2% | -4.2% | +1.0% | -3.7% |
| 3Y | +11.5% | +13.5% | -2.0% | +6.4% |
| 5Y | -19.5% | -45.5% | +26.0% | -20.6% |
| All | +6.9% | +26.3% | -19.4% | -18.4% |
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