+25.7%
TW vs ESTC
+18.2%
+7.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.1% |
| 7D | -2.3% | -8.1% | +5.8% | -1.9% |
| 30D | +3.9% | +31.7% | -27.8% | +2.1% |
| 3M | +5.7% | +41.1% | -35.3% | +3.3% |
| 6M | -14.5% | +77.1% | -91.6% | -17.6% |
| YTD | -0.9% | +21.7% | -22.6% | -2.8% |
| 1Y | -13.5% | +8.4% | -21.9% | -14.8% |
| All | +25.7% | +18.2% | +7.4% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling