+17.6%
TXG vs ESTC
-8.1%
+25.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -8.1% | -2.6% | -5.5% | -6.6% |
| 30D | -17.5% | -8.6% | -8.9% | -13.3% |
| 3M | +6.1% | +14.4% | -8.3% | -1.9% |
| 6M | +202.7% | +73.3% | +129.4% | +128.0% |
| YTD | +280.4% | +15.7% | +264.7% | +236.4% |
| 1Y | +274.0% | -7.6% | +281.6% | +261.2% |
| 3Y | +74.9% | +14.6% | +60.3% | +29.1% |
| 5Y | -63.0% | -50.0% | -13.0% | -63.0% |
| All | +17.6% | -8.1% | +25.7% | -8.9% |
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 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