+448.8%
TT vs ESTC
+20.3%
+428.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.1% | +1.7% | -3.6% |
| 7D | -9.0% | -18.5% | +9.5% | -6.7% |
| 30D | -17.6% | -11.0% | -6.6% | -16.5% |
| 3M | -18.7% | +20.8% | -39.4% | -21.1% |
| 6M | -17.4% | +67.9% | -85.3% | -23.8% |
| YTD | +1.5% | +11.6% | -10.1% | -1.8% |
| 1Y | -9.4% | -3.3% | -6.1% | -10.8% |
| 3Y | +85.1% | +16.4% | +68.7% | +69.4% |
| 5Y | +125.7% | -49.9% | +175.6% | +121.5% |
| All | +448.8% | +20.3% | +428.5% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling