+11.9%
TTD vs ESTC
+28.9%
-17.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.9% | +10.6% | +12.8% |
| 7D | +19.0% | -1.2% | +20.1% | +19.9% |
| 30D | +23.6% | -8.1% | +31.7% | +29.1% |
| 3M | +8.2% | +20.2% | -12.0% | -5.0% |
| 6M | -35.3% | +72.7% | -108.1% | -54.9% |
| YTD | -60.7% | +19.6% | -80.3% | -67.2% |
| 1Y | -65.3% | +0.3% | -65.5% | -68.5% |
| 3Y | -80.6% | +22.8% | -103.4% | -87.5% |
| 5Y | -84.6% | -50.9% | -33.8% | -83.1% |
| All | +11.9% | +28.9% | -17.0% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling