+25.8%
TXG vs ESTC
-12.1%
+38.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.2% |
| 7D | +5.0% | -13.2% | +18.2% | +11.6% |
| 30D | +13.5% | +9.3% | +4.2% | +6.0% |
| 3M | +128.0% | +37.3% | +90.7% | +90.6% |
| 6M | +224.4% | +61.0% | +163.4% | +146.8% |
| YTD | +307.0% | +10.7% | +296.3% | +263.5% |
| 1Y | +427.2% | -7.2% | +434.4% | +402.9% |
| 3Y | +40.2% | +7.2% | +33.0% | +4.9% |
| 5Y | -64.0% | -47.7% | -16.3% | -65.3% |
| All | +25.8% | -12.1% | +38.0% | -1.6% |
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