+756.8%
TTMI vs ESTC
+31.2%
+725.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.5% | +13.3% | +9.6% |
| 7D | +5.9% | -8.1% | +14.0% | +7.2% |
| 30D | -4.3% | +31.7% | -36.0% | -9.6% |
| 3M | -32.0% | +41.1% | -73.1% | -36.8% |
| 6M | +19.5% | +77.1% | -57.6% | +5.0% |
| YTD | +82.0% | +21.7% | +60.3% | +70.8% |
| 1Y | +172.6% | +8.4% | +164.2% | +160.7% |
| 3Y | +744.7% | +23.6% | +721.0% | +646.4% |
| 5Y | +805.6% | -46.5% | +852.0% | +795.7% |
| All | +756.8% | +31.2% | +725.6% | +453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling