-73.1%
TTD vs ESTC
+0.7%
-73.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.7% | +0.9% | -1.9% |
| 7D | +1.7% | -4.3% | +6.0% | +2.8% |
| 30D | +1.6% | +17.7% | -16.1% | -3.1% |
| 3M | -27.8% | +42.3% | -70.1% | -35.3% |
| 6M | -52.1% | +64.6% | -116.7% | -59.0% |
| YTD | -63.1% | +17.2% | -80.3% | -67.7% |
| 1Y | -73.1% | -4.2% | -68.9% | -75.2% |
| All | -73.1% | +0.7% | -73.8% | -75.2% |
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 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