+21.7%
TW vs ESTC
+1.6%
+20.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +6.0% | -15.9% | +21.8% | +7.4% |
| 30D | +18.6% | -5.5% | +24.1% | +18.9% |
| 3M | +26.5% | +26.2% | +0.3% | +23.6% |
| 6M | +13.1% | +77.0% | -63.9% | +7.3% |
| YTD | +18.5% | +18.9% | -0.3% | +15.5% |
| 1Y | +21.7% | +1.3% | +20.4% | +20.3% |
| All | +21.7% | +1.6% | +20.2% | +20.3% |
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 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