+37.1%
TW vs ESTC
-48.1%
+85.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.4% | -0.1% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | +15.5% | -8.1% | +23.6% | +16.4% |
| 3M | +25.1% | +20.2% | +5.0% | +21.7% |
| 6M | +18.2% | +72.7% | -54.6% | +9.7% |
| YTD | +19.7% | +19.6% | +0.1% | +15.3% |
| 1Y | +18.1% | +0.3% | +17.9% | +16.0% |
| 3Y | +40.5% | +22.8% | +17.7% | +27.5% |
| 5Y | +37.1% | -50.9% | +88.0% | +28.3% |
| All | +37.1% | -48.1% | +85.2% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling