-61.1%
TXG vs ESTC
-50.4%
-10.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +4.9% | +4.9% | +7.5% |
| 7D | +5.5% | -1.2% | +6.7% | +6.5% |
| 30D | -19.3% | -8.1% | -11.2% | -15.4% |
| 3M | +25.0% | +20.2% | +4.9% | +13.0% |
| 6M | +201.2% | +72.7% | +128.4% | +126.3% |
| YTD | +298.8% | +19.6% | +279.2% | +247.3% |
| 1Y | +326.6% | +0.3% | +326.3% | +297.5% |
| 3Y | +78.3% | +22.8% | +55.5% | +21.8% |
| All | -61.1% | -50.4% | -10.6% | -66.4% |
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