+12.4%
TXT vs ESTC
+31.2%
-18.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.3% |
| 7D | -4.8% | -8.1% | +3.3% | -3.6% |
| 30D | -10.6% | +31.7% | -42.3% | -15.0% |
| 3M | -13.2% | +41.1% | -54.2% | -18.6% |
| 6M | -20.3% | +77.1% | -97.4% | -28.7% |
| YTD | -9.3% | +21.7% | -31.0% | -13.9% |
| 1Y | -2.7% | +8.4% | -11.1% | -6.4% |
| 3Y | +1.4% | +23.6% | -22.2% | -10.7% |
| 5Y | +9.6% | -46.5% | +56.0% | +7.3% |
| All | +12.4% | +31.2% | -18.7% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling