+10.7%
TTMI vs ESTC
+1.6%
+9.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.9% | -9.2% | -10.2% |
| 7D | -19.2% | -15.9% | -3.3% | -20.6% |
| 30D | -44.9% | -5.5% | -39.4% | -45.1% |
| 3M | -44.7% | +26.2% | -70.9% | -41.4% |
| 6M | -53.4% | +77.0% | -130.4% | -47.1% |
| YTD | +6.3% | +18.9% | -12.5% | +24.2% |
| 1Y | +10.7% | +1.3% | +9.4% | +33.2% |
| All | +10.7% | +1.6% | +9.1% | +33.2% |
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