-42.8%
ETHA vs TXG
+453.6%
-496.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.3% | -0.1% | +2.5% |
| 7D | +3.5% | +9.5% | -6.0% | +1.4% |
| 30D | +35.3% | +18.8% | +16.5% | +30.3% |
| 3M | +50.9% | +136.1% | -85.2% | +23.7% |
| 6M | +22.1% | +235.2% | -213.1% | -8.5% |
| YTD | -14.6% | +320.5% | -335.1% | -41.7% |
| 1Y | -42.8% | +425.2% | -468.0% | -64.5% |
| All | -42.8% | +453.6% | -496.4% | -64.5% |
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