+38.5%
TXG vs ESTC
+11.7%
+26.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +5.6% |
| 7D | +9.4% | -4.3% | +13.7% | +10.4% |
| 30D | +26.1% | +17.7% | +8.4% | +19.5% |
| 3M | +124.8% | +42.3% | +82.5% | +102.4% |
| 6M | +215.2% | +64.6% | +150.7% | +171.0% |
| YTD | +302.2% | +17.2% | +285.0% | +275.6% |
| 1Y | +370.9% | -4.2% | +375.1% | +361.8% |
| 3Y | +38.5% | +13.5% | +25.0% | +26.0% |
| All | +38.5% | +11.7% | +26.8% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling