+21.5%
TXT vs ESTC
+28.9%
-7.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.6% | +1.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.4% |
| 30D | +15.2% | -8.1% | +23.3% | +16.3% |
| 3M | -4.5% | +20.2% | -24.6% | -8.1% |
| 6M | -6.1% | +72.7% | -78.9% | -15.5% |
| YTD | -2.0% | +19.6% | -21.6% | -7.2% |
| 1Y | +4.2% | +0.3% | +3.9% | +1.4% |
| 3Y | +14.4% | +22.8% | -8.4% | +0.8% |
| 5Y | +12.3% | -50.9% | +63.2% | +12.0% |
| All | +21.5% | +28.9% | -7.5% | -19.8% |
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