+5.1%
TSN vs ESTC
+31.2%
-26.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.4% |
| 7D | -6.3% | -8.1% | +1.8% | -5.9% |
| 30D | -10.8% | +31.7% | -42.5% | -12.5% |
| 3M | -8.8% | +41.1% | -49.8% | -11.0% |
| 6M | -16.8% | +77.1% | -93.9% | -20.2% |
| YTD | -10.0% | +21.7% | -31.7% | -11.7% |
| 1Y | -5.3% | +8.4% | -13.6% | -6.5% |
| 3Y | +8.5% | +23.6% | -15.1% | +2.9% |
| 5Y | -22.9% | -46.5% | +23.5% | -23.6% |
| All | +5.1% | +31.2% | -26.0% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling