+146.0%
TT vs ESTC
-46.4%
+192.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.1% |
| 7D | -0.2% | -8.1% | +7.9% | +0.6% |
| 30D | -7.4% | +31.7% | -39.1% | -10.5% |
| 3M | -3.2% | +41.1% | -44.3% | -7.3% |
| 6M | +1.1% | +77.1% | -76.0% | -6.4% |
| YTD | +15.6% | +21.7% | -6.1% | +11.8% |
| 1Y | +9.2% | +8.4% | +0.8% | +6.7% |
| 3Y | +124.4% | +23.6% | +100.8% | +105.8% |
| All | +146.0% | -46.4% | +192.4% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling