+71.9%
TXN vs ESTC
+11.0%
+60.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | +2.7% | -3.3% | +6.0% | +2.8% |
| 30D | -6.7% | +13.4% | -20.2% | -7.8% |
| 3M | -8.9% | +41.3% | -50.2% | -11.5% |
| 6M | +34.7% | +62.6% | -27.9% | +28.8% |
| YTD | +53.3% | +14.8% | +38.6% | +52.7% |
| 1Y | +45.0% | -5.1% | +50.1% | +47.8% |
| All | +71.9% | +11.0% | +60.9% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling