+196.4%
TW vs ESTC
+2.2%
+194.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | 0.0% |
| 7D | -2.7% | -13.2% | +10.4% | -0.8% |
| 30D | -1.7% | +9.3% | -11.1% | -3.4% |
| 3M | +1.6% | +37.3% | -35.8% | -3.5% |
| 6M | -17.7% | +61.0% | -78.7% | -24.0% |
| YTD | -4.3% | +10.7% | -15.0% | -7.3% |
| 1Y | -13.1% | -7.2% | -5.9% | -14.0% |
| 3Y | +20.3% | +7.2% | +13.1% | +9.8% |
| 5Y | +22.0% | -47.7% | +69.7% | +19.2% |
| All | +196.4% | +2.2% | +194.2% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling