-75.3%
TTD vs ESTC
+14.8%
-90.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +21.3% | +2.4% | +18.9% | +20.5% |
| 30D | +28.7% | -4.2% | +33.0% | +30.2% |
| 3M | +7.7% | +2.5% | +5.2% | +5.8% |
| 6M | -23.5% | +81.5% | -105.0% | -37.3% |
| YTD | -58.7% | +16.8% | -75.5% | -62.1% |
| 1Y | -63.4% | -3.5% | -60.0% | -64.7% |
| 3Y | -75.3% | +17.7% | -93.0% | -76.5% |
| All | -75.3% | +14.8% | -90.1% | -76.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling