-29.2%
ETHA vs TXG
+269.1%
-298.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.5% |
| 7D | +2.9% | +9.1% | -6.2% | +0.4% |
| 30D | +31.4% | +14.9% | +16.5% | +26.3% |
| 3M | +48.9% | +120.0% | -71.1% | +16.6% |
| 6M | +20.9% | +221.8% | -200.9% | -17.3% |
| YTD | -17.2% | +312.6% | -329.7% | -48.7% |
| 1Y | -42.8% | +398.4% | -441.2% | -67.4% |
| All | -29.2% | +269.1% | -298.3% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling