+13.1%
TXT vs ESTC
+26.3%
-13.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.2% |
| 7D | -0.2% | -4.3% | +4.1% | +0.4% |
| 30D | -11.1% | +17.7% | -28.8% | -13.8% |
| 3M | -13.0% | +42.3% | -55.3% | -18.5% |
| 6M | -16.2% | +64.6% | -80.8% | -24.1% |
| YTD | -8.7% | +17.2% | -25.9% | -12.9% |
| 1Y | -3.8% | -4.2% | +0.4% | -5.4% |
| 3Y | +5.5% | +13.5% | -8.0% | -5.5% |
| 5Y | +12.3% | -45.5% | +57.8% | +9.2% |
| All | +13.1% | +26.3% | -13.2% | -24.8% |
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