1. A machine implemented method of navigating a set of data, comprising: accessing performance data that describes performance of transactions that execute on one or more computing devices; displaying a set of categories in a user interface, each category associated with a hierarchy that includes elements pertaining to the category at a first level, relationships at a second level, and elements pertaining to another category at a third level, the relationships define how the elements pertaining to the category at a first level are related to elements pertaining to another category at the third level; receiving a selection in the user interface of a first category of the categories; displaying a set of relationships associated with the first category; receiving a selection of a first relationship in the set of relationships associated with the first category, the first relationship defines how a first element in the first category relates to elements in a second category of the categories; generating first performance data from the accessed performance data for the elements in the second category that have the first relationship with the first element in the first category; displaying the first performance data in the user interface; receiving a selection in the user interface of the second category; displaying a set of relationships associated with the second category; receiving a selection of a second relationship in the set of relationships associated with the second category, the second relationship defines how a second element in the second category relates to elements in the first category or a third category of the categories; generating second performance data from the accessed performance data for the elements in the first category or third category that have the second relationship with the second element in the second category; and displaying the second performance data in the user interface.