+1.5%
TT vs ESTC
-5.7%
+7.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.5% | -2.6% | +6.1% | +3.3% |
| 30D | -11.0% | -8.6% | -2.4% | -11.5% |
| 3M | -12.0% | +14.4% | -26.4% | -9.8% |
| 6M | -10.4% | +73.3% | -83.7% | -2.6% |
| YTD | +9.9% | +15.7% | -5.8% | +14.5% |
| 1Y | +1.5% | -7.6% | +9.0% | +4.0% |
| All | +1.5% | -5.7% | +7.2% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling