+43.2%
TSN vs ESTC
+20.1%
+23.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.5% | +0.3% |
| 7D | +4.9% | -1.2% | +6.1% | +4.9% |
| 30D | +12.1% | -8.1% | +20.2% | +12.1% |
| 3M | +4.1% | +20.2% | -16.1% | +3.7% |
| 6M | -10.9% | +72.7% | -83.6% | -11.7% |
| YTD | +4.8% | +19.6% | -14.8% | +4.6% |
| 1Y | +17.6% | +0.3% | +17.4% | +17.9% |
| 3Y | +43.2% | +22.8% | +20.4% | +37.7% |
| All | +43.2% | +20.1% | +23.1% | +37.7% |
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