-3.8%
TXT vs ESTC
+0.7%
-4.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +0.5% |
| 7D | -0.2% | -4.3% | +4.1% | -0.3% |
| 30D | -11.1% | +17.7% | -28.8% | -10.3% |
| 3M | -13.0% | +42.3% | -55.3% | -11.3% |
| 6M | -16.2% | +64.6% | -80.8% | -13.8% |
| YTD | -8.7% | +17.2% | -25.9% | -5.9% |
| 1Y | -3.8% | -4.2% | +0.4% | +1.9% |
| All | -3.8% | +0.7% | -4.5% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling