+210.6%
ET vs TXG
-65.2%
+275.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +2.5% | -1.8% | +4.4% | +2.6% |
| 30D | -2.5% | -20.4% | +17.9% | -1.3% |
| 3M | -4.9% | +0.1% | -4.9% | -5.6% |
| 6M | -0.1% | +176.2% | -176.3% | -8.6% |
| YTD | +26.2% | +256.8% | -230.6% | +12.2% |
| 1Y | +25.2% | +255.9% | -230.7% | +11.0% |
| 3Y | +84.2% | +60.2% | +24.0% | +68.1% |
| All | +210.6% | -65.2% | +275.8% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling