-24.8%
ETHA vs TXG
+406.9%
-431.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.4% | +2.3% | +5.1% |
| 7D | +2.1% | -19.3% | +21.4% | +6.0% |
| 30D | -10.7% | -30.9% | +20.2% | -5.3% |
| 3M | +29.0% | +41.1% | -12.1% | +18.6% |
| 6M | +2.7% | +211.9% | -209.2% | -20.0% |
| YTD | -18.7% | +314.0% | -332.6% | -42.6% |
| 1Y | -24.8% | +405.4% | -430.2% | -50.5% |
| All | -24.8% | +406.9% | -431.8% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling