+526.3%
TT vs ESTC
+31.2%
+495.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.4% |
| 7D | 0.0% | -8.1% | +8.1% | +1.0% |
| 30D | -7.2% | +31.7% | -38.8% | -10.8% |
| 3M | -3.0% | +41.1% | -44.0% | -7.8% |
| 6M | +1.4% | +77.1% | -75.7% | -7.2% |
| YTD | +15.9% | +21.7% | -5.8% | +11.1% |
| 1Y | +9.4% | +8.4% | +1.0% | +6.1% |
| 3Y | +124.4% | +23.6% | +100.8% | +103.9% |
| 5Y | +138.0% | -46.5% | +184.5% | +131.8% |
| All | +526.3% | +31.2% | +495.2% | +360.8% |
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