+392.7%
TTMI vs ESTC
+24.6%
+368.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.5% |
| 7D | -11.5% | -3.6% | -8.0% | -10.7% |
| 30D | -40.3% | -11.2% | -29.1% | -38.8% |
| 3M | -44.5% | +14.3% | -58.8% | -45.9% |
| 6M | -54.1% | +67.0% | -121.1% | -58.7% |
| YTD | +4.7% | +15.7% | -11.0% | -0.5% |
| 1Y | +3.3% | -6.3% | +9.6% | +2.4% |
| 3Y | +407.2% | +14.5% | +392.7% | +358.6% |
| 5Y | +406.5% | -49.9% | +456.4% | +412.2% |
| All | +392.7% | +24.6% | +368.1% | +222.3% |
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