-18.0%
TSN vs ESTC
-52.1%
+34.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -1.4% | +2.4% | -3.8% | -1.5% |
| 30D | +8.5% | -4.2% | +12.7% | +8.5% |
| 3M | +5.3% | +2.5% | +2.8% | +5.0% |
| 6M | -10.5% | +81.5% | -92.0% | -12.6% |
| YTD | +3.0% | +16.8% | -13.9% | +2.0% |
| 1Y | +12.1% | -3.5% | +15.6% | +11.9% |
| 3Y | +43.1% | +17.7% | +25.4% | +38.5% |
| All | -18.0% | -52.1% | +34.1% | -26.7% |
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 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