+488.1%
TT vs ESTC
+28.9%
+459.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +4.1% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | -11.8% | -8.1% | -3.7% | -11.0% |
| 3M | -12.6% | +20.2% | -32.8% | -15.1% |
| 6M | -9.4% | +72.7% | -82.1% | -16.5% |
| YTD | +8.8% | +19.6% | -10.8% | +4.4% |
| 1Y | -2.5% | +0.3% | -2.8% | -4.4% |
| 3Y | +95.7% | +22.8% | +72.9% | +78.1% |
| 5Y | +135.7% | -50.9% | +186.6% | +132.6% |
| All | +488.1% | +28.9% | +459.2% | +332.9% |
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