+207.2%
TW vs ESTC
+12.4%
+194.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.4% |
| 7D | -2.3% | -8.1% | +5.8% | -1.2% |
| 30D | +3.9% | +31.7% | -27.8% | -0.5% |
| 3M | +5.7% | +41.1% | -35.3% | 0.0% |
| 6M | -14.5% | +77.1% | -91.6% | -22.1% |
| YTD | -0.9% | +21.7% | -22.6% | -5.2% |
| 1Y | -13.5% | +8.4% | -21.9% | -16.3% |
| 3Y | +25.0% | +23.6% | +1.4% | +11.5% |
| 5Y | +22.7% | -46.5% | +69.2% | +20.0% |
| All | +207.2% | +12.4% | +194.8% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling