+488.5%
TT vs ESTC
+24.6%
+463.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.5% |
| 7D | +0.8% | -3.6% | +4.4% | +1.3% |
| 30D | -11.8% | -11.2% | -0.6% | -10.6% |
| 3M | -11.6% | +14.3% | -25.9% | -13.6% |
| 6M | -9.3% | +67.0% | -76.3% | -16.1% |
| YTD | +8.9% | +15.7% | -6.8% | +4.9% |
| 1Y | -2.2% | -6.3% | +4.0% | -3.2% |
| 3Y | +91.9% | +14.5% | +77.4% | +76.4% |
| 5Y | +136.0% | -49.9% | +185.9% | +132.0% |
| All | +488.5% | +24.6% | +463.8% | +334.9% |
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 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