+225.5%
TXN vs ESTC
+19.1%
+206.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -9.2% | +13.1% | +5.7% |
| 30D | -2.9% | +8.1% | -10.9% | -5.0% |
| 3M | -9.1% | +38.5% | -47.6% | -15.4% |
| 6M | +36.6% | +57.8% | -21.2% | +22.6% |
| YTD | +57.5% | +10.5% | +46.9% | +50.4% |
| 1Y | +49.5% | -6.4% | +55.9% | +46.8% |
| 3Y | +76.5% | +4.7% | +71.9% | +58.2% |
| 5Y | +62.4% | -47.8% | +110.2% | +59.6% |
| All | +225.5% | +19.1% | +206.4% | +124.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling