+22.2%
TXT vs ESTC
+24.7%
-2.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.8% | -2.6% | +1.8% | -0.5% |
| 30D | +13.4% | -8.6% | +22.0% | +14.6% |
| 3M | -2.5% | +14.4% | -16.9% | -5.6% |
| 6M | -6.2% | +73.3% | -79.5% | -15.7% |
| YTD | -1.3% | +15.7% | -17.1% | -6.1% |
| 1Y | +4.3% | -7.6% | +11.9% | +2.9% |
| 3Y | +13.2% | +14.6% | -1.4% | +1.0% |
| 5Y | +12.4% | -50.0% | +62.4% | +11.3% |
| All | +22.2% | +24.7% | -2.5% | -18.9% |
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 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