+90.2%
TT vs ESTC
+18.0%
+72.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.3% |
| 7D | -2.0% | -11.5% | +9.5% | -1.4% |
| 30D | -14.0% | -7.5% | -6.5% | -13.7% |
| 3M | -15.9% | +23.1% | -38.9% | -16.9% |
| 6M | -17.3% | +75.3% | -92.6% | -20.4% |
| YTD | +4.0% | +14.1% | -10.1% | +3.5% |
| 1Y | -7.1% | -0.6% | -6.5% | -6.3% |
| 3Y | +90.2% | +20.8% | +69.4% | +88.7% |
| All | +90.2% | +18.0% | +72.2% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling