-63.8%
TTD vs ESTC
-5.7%
-58.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +20.8% | -2.6% | +23.4% | +21.7% |
| 30D | +33.8% | -8.6% | +42.4% | +36.7% |
| 3M | +17.8% | +14.4% | +3.5% | +12.6% |
| 6M | -25.7% | +73.3% | -99.0% | -37.3% |
| YTD | -57.9% | +15.7% | -73.6% | -63.9% |
| 1Y | -63.8% | -7.6% | -56.3% | -69.4% |
| All | -63.8% | -5.7% | -58.1% | -69.4% |
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 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