+284.0%
TW vs ESTC
+7.9%
+276.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.0% |
| 7D | +3.9% | +2.4% | +1.5% | +3.5% |
| 30D | +19.9% | -4.2% | +24.2% | +20.3% |
| 3M | +25.9% | +2.5% | +23.5% | +24.6% |
| 6M | +21.1% | +81.5% | -60.3% | +9.9% |
| YTD | +23.9% | +16.8% | +7.1% | +18.8% |
| 1Y | +21.2% | -3.5% | +24.7% | +19.2% |
| 3Y | +44.8% | +17.7% | +27.1% | +30.2% |
| 5Y | +41.4% | -51.7% | +93.1% | +40.9% |
| All | +284.0% | +7.9% | +276.0% | +179.8% |
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 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