+10.3%
TXG vs ESTC
-7.2%
+17.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -1.8% | +2.4% | -4.2% | -2.8% |
| 30D | -20.4% | -4.2% | -16.1% | -18.1% |
| 3M | +0.1% | +2.5% | -2.4% | -2.3% |
| 6M | +176.2% | +81.5% | +94.7% | +103.6% |
| YTD | +256.8% | +16.8% | +239.9% | +214.0% |
| 1Y | +255.9% | -3.5% | +259.4% | +236.3% |
| 3Y | +60.2% | +17.7% | +42.5% | +16.6% |
| 5Y | -65.1% | -51.7% | -13.3% | -64.5% |
| All | +10.3% | -7.2% | +17.5% | -15.0% |
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