+91.2%
TXN vs ESTC
-3.5%
+94.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.9% |
| 7D | +9.5% | +2.4% | +7.1% | +9.7% |
| 30D | +8.7% | -4.2% | +13.0% | +8.4% |
| 3M | +11.6% | +2.5% | +9.1% | +12.9% |
| 6M | +0.1% | +81.5% | -81.4% | +11.2% |
| YTD | +78.8% | +16.8% | +62.0% | +101.2% |
| 1Y | +91.2% | -3.5% | +94.7% | +117.4% |
| All | +91.2% | -3.5% | +94.8% | +117.4% |
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 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