+213.1%
TXN vs ESTC
+31.2%
+181.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.5% | +6.3% | +2.6% |
| 7D | -0.1% | -8.1% | +8.0% | +1.3% |
| 30D | -6.9% | +31.7% | -38.6% | -12.1% |
| 3M | -14.9% | +41.1% | -56.0% | -20.9% |
| 6M | +29.0% | +77.1% | -48.1% | +13.4% |
| YTD | +51.5% | +21.7% | +29.8% | +42.3% |
| 1Y | +41.6% | +8.4% | +33.2% | +35.1% |
| 3Y | +65.8% | +23.6% | +42.2% | +43.7% |
| 5Y | +56.8% | -46.5% | +103.3% | +54.5% |
| All | +213.1% | +31.2% | +181.9% | +112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling