+255.9%
TXG vs ESTC
-3.5%
+259.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -1.8% | +2.4% | -4.2% | -2.2% |
| 30D | -20.4% | -4.2% | -16.1% | -19.1% |
| 3M | +0.1% | +2.5% | -2.4% | +1.2% |
| 6M | +176.2% | +81.5% | +94.7% | +167.6% |
| YTD | +256.8% | +16.8% | +239.9% | +223.5% |
| 1Y | +255.9% | -3.5% | +259.4% | +190.2% |
| All | +255.9% | -3.5% | +259.4% | +190.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling