+18.8%
TXG vs ESTC
-3.4%
+22.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | +1.1% |
| 7D | +1.8% | -8.1% | +9.9% | +5.5% |
| 30D | +32.0% | +31.7% | +0.3% | +13.9% |
| 3M | +87.0% | +41.1% | +46.0% | +55.0% |
| 6M | +180.1% | +77.1% | +103.0% | +104.4% |
| YTD | +284.1% | +21.7% | +262.4% | +229.5% |
| 1Y | +361.7% | +8.4% | +353.3% | +310.2% |
| 3Y | +15.9% | +23.6% | -7.7% | -19.1% |
| 5Y | -66.2% | -46.5% | -19.7% | -67.6% |
| All | +18.8% | -3.4% | +22.1% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling