+3.3%
TTMI vs ESTC
-3.0%
+6.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -4.2% |
| 7D | -11.5% | -3.6% | -8.0% | -11.8% |
| 30D | -40.3% | -11.2% | -29.1% | -41.1% |
| 3M | -44.5% | +14.3% | -58.8% | -42.1% |
| 6M | -54.1% | +67.0% | -121.1% | -48.2% |
| YTD | +4.7% | +15.7% | -11.0% | +22.4% |
| 1Y | +3.3% | -6.3% | +9.6% | +25.8% |
| All | +3.3% | -3.0% | +6.4% | +25.8% |
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