+747.5%
TTMI vs ESTC
+23.7%
+723.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.6% |
| 7D | +7.5% | -3.3% | +10.8% | +7.9% |
| 30D | -4.5% | +13.4% | -17.9% | -7.4% |
| 3M | -28.5% | +41.3% | -69.9% | -33.6% |
| 6M | +28.4% | +62.6% | -34.2% | +14.6% |
| YTD | +80.1% | +14.8% | +65.3% | +70.5% |
| 1Y | +161.0% | -5.1% | +166.1% | +156.0% |
| 3Y | +862.4% | +11.2% | +851.3% | +767.8% |
| 5Y | +812.9% | -47.0% | +859.9% | +800.0% |
| All | +747.5% | +23.7% | +723.9% | +452.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling