+23.5%
TXT vs ESTC
+24.6%
-1.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.2% |
| 7D | -1.1% | -3.6% | +2.5% | -0.6% |
| 30D | +17.1% | -11.2% | +28.2% | +18.9% |
| 3M | -2.6% | +14.3% | -17.0% | -5.7% |
| 6M | -4.6% | +67.0% | -71.5% | -13.7% |
| YTD | -0.3% | +15.7% | -16.0% | -5.1% |
| 1Y | +5.9% | -6.3% | +12.2% | +4.2% |
| 3Y | +14.4% | +14.5% | -0.1% | +2.0% |
| 5Y | +15.9% | -49.9% | +65.7% | +14.7% |
| All | +23.5% | +24.6% | -1.2% | -18.1% |
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