-64.4%
TXG vs ESTC
-47.2%
-17.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +6.3% |
| 7D | +9.4% | -4.3% | +13.7% | +11.2% |
| 30D | +26.1% | +17.7% | +8.4% | +14.0% |
| 3M | +124.8% | +42.3% | +82.5% | +84.9% |
| 6M | +215.2% | +64.6% | +150.7% | +137.4% |
| YTD | +302.2% | +17.2% | +285.0% | +250.7% |
| 1Y | +370.9% | -4.2% | +375.1% | +345.5% |
| 3Y | +38.5% | +13.5% | +25.0% | -1.8% |
| 5Y | -64.4% | -45.5% | -18.8% | -71.4% |
| All | -64.4% | -47.2% | -17.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling