+17.4%
TTMI vs ESTC
-3.5%
+20.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.9% |
| 7D | +11.4% | +2.4% | +9.0% | +11.5% |
| 30D | -28.3% | -4.2% | -24.0% | -28.4% |
| 3M | -46.7% | +2.5% | -49.1% | -45.5% |
| 6M | -56.1% | +81.5% | -137.6% | -50.1% |
| YTD | +7.4% | +16.8% | -9.5% | +26.1% |
| 1Y | +17.4% | -3.5% | +20.9% | +45.0% |
| All | +17.4% | -3.5% | +20.9% | +45.0% |
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