+41.6%
TXN vs ESTC
+7.3%
+34.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +1.3% |
| 7D | -0.1% | -8.1% | +8.0% | -1.1% |
| 30D | -6.9% | +31.7% | -38.6% | -3.2% |
| 3M | -14.9% | +41.1% | -56.0% | -10.1% |
| 6M | +29.0% | +77.1% | -48.1% | +42.0% |
| YTD | +51.5% | +21.7% | +29.8% | +67.1% |
| 1Y | +41.6% | +8.4% | +33.2% | +56.2% |
| All | +41.6% | +7.3% | +34.3% | +56.2% |
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