+129.6%
TT vs ESTC
+25.2%
+104.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.1% |
| 7D | 0.0% | -8.1% | +8.1% | +0.4% |
| 30D | -7.2% | +31.7% | -38.8% | -8.7% |
| 3M | -3.0% | +41.1% | -44.0% | -5.0% |
| 6M | +1.4% | +77.1% | -75.7% | -2.6% |
| YTD | +15.9% | +21.7% | -5.8% | +14.9% |
| 1Y | +9.4% | +8.4% | +1.0% | +9.5% |
| All | +129.6% | +25.2% | +104.5% | +122.4% |
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