+89.0%
TXN vs ESTC
-51.0%
+140.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -0.5% | -2.6% | +2.1% | -0.1% |
| 30D | +10.5% | -8.6% | +19.1% | +11.8% |
| 3M | +10.7% | +14.4% | -3.7% | +8.0% |
| 6M | +5.1% | +73.3% | -68.2% | -3.8% |
| YTD | +82.5% | +15.7% | +66.7% | +76.1% |
| 1Y | +98.2% | -7.6% | +105.8% | +98.3% |
| 3Y | +128.4% | +14.6% | +113.8% | +107.9% |
| 5Y | +89.0% | -50.0% | +139.1% | +72.9% |
| All | +89.0% | -51.0% | +140.0% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling