-65.5%
TTD vs ESTC
+0.3%
-65.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.9% | +10.6% | +14.1% |
| 7D | +19.0% | -1.2% | +20.1% | +19.3% |
| 30D | +23.6% | -8.1% | +31.7% | +26.1% |
| 3M | +8.2% | +20.2% | -12.0% | +2.0% |
| 6M | -35.3% | +72.7% | -108.1% | -45.4% |
| YTD | -60.7% | +19.6% | -80.3% | -66.5% |
| All | -65.5% | +0.3% | -65.8% | -70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling