+269.6%
TXN vs ESTC
+25.9%
+243.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.7% |
| 7D | +9.5% | +2.4% | +7.1% | +9.0% |
| 30D | +8.7% | -4.2% | +13.0% | +9.5% |
| 3M | +11.6% | +2.5% | +9.1% | +10.2% |
| 6M | +0.1% | +81.5% | -81.4% | -11.9% |
| YTD | +78.8% | +16.8% | +62.0% | +68.9% |
| 1Y | +91.2% | -3.5% | +94.7% | +87.1% |
| 3Y | +125.8% | +17.7% | +108.1% | +97.9% |
| 5Y | +83.8% | -51.7% | +135.5% | +85.9% |
| All | +269.6% | +25.9% | +243.6% | +152.0% |
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