+99.5%
ET vs TXG
+43.8%
+55.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.2% | -1.0% |
| 7D | +0.2% | +9.5% | -9.2% | -0.1% |
| 30D | +2.9% | +18.8% | -15.9% | +2.1% |
| 3M | +16.8% | +136.1% | -119.3% | +12.2% |
| 6M | +18.9% | +235.2% | -216.4% | +11.7% |
| YTD | +37.7% | +320.5% | -282.8% | +27.4% |
| 1Y | +32.4% | +425.2% | -392.7% | +20.2% |
| 3Y | +99.5% | +42.9% | +56.6% | +85.7% |
| All | +99.5% | +43.8% | +55.7% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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