+20.5%
TW vs ESTC
-47.2%
+67.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.6% |
| 7D | -3.5% | -4.3% | +0.8% | -3.0% |
| 30D | +0.5% | +17.7% | -17.2% | -1.7% |
| 3M | +4.9% | +42.3% | -37.4% | +0.2% |
| 6M | -17.1% | +64.6% | -81.7% | -22.6% |
| YTD | -3.9% | +17.2% | -21.1% | -6.9% |
| 1Y | -13.3% | -4.2% | -9.0% | -14.2% |
| 3Y | +20.9% | +13.5% | +7.4% | +11.2% |
| 5Y | +20.5% | -45.5% | +66.0% | +12.3% |
| All | +20.5% | -47.2% | +67.7% | +12.3% |
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