-42.7%
ETHA vs TXT
-1.0%
-41.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | +0.8% | -4.8% | +5.6% | +2.2% |
| 30D | +27.9% | -10.6% | +38.5% | +32.2% |
| 3M | +38.3% | -13.2% | +51.5% | +44.2% |
| 6M | +14.0% | -20.3% | +34.3% | +23.3% |
| YTD | -17.4% | -9.3% | -8.2% | -19.8% |
| 1Y | -42.7% | -2.7% | -40.0% | -46.9% |
| All | -42.7% | -1.0% | -41.7% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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