+10.3%
TXT vs ESTC
+14.8%
-4.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.1% | +2.4% | -2.3% | 0.0% |
| 30D | +13.3% | -4.2% | +17.6% | +13.5% |
| 3M | -5.0% | +2.5% | -7.4% | -5.5% |
| 6M | -8.4% | +81.5% | -89.9% | -13.0% |
| YTD | -4.0% | +16.8% | -20.8% | -5.4% |
| 1Y | +2.8% | -3.5% | +6.2% | +3.2% |
| 3Y | +10.3% | +17.7% | -7.4% | +7.2% |
| All | +10.3% | +14.8% | -4.5% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling