+366.1%
TTMI vs ESTC
-50.5%
+416.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.7% | +6.6% |
| 7D | -19.8% | -11.5% | -8.3% | -18.4% |
| 30D | -48.1% | -7.5% | -40.6% | -47.4% |
| 3M | -51.2% | +23.1% | -74.3% | -52.6% |
| 6M | -59.6% | +75.3% | -134.9% | -63.0% |
| YTD | -3.6% | +14.1% | -17.7% | -6.4% |
| 1Y | -2.3% | -0.6% | -1.8% | -3.0% |
| 3Y | +369.4% | +20.8% | +348.6% | +335.6% |
| All | +366.1% | -50.5% | +416.6% | +313.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling