-29.3%
ETHA vs TXT
-13.6%
-15.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +30.9% | -10.2% | +41.1% | +38.9% |
| 3M | +51.1% | -13.3% | +64.4% | +63.0% |
| 6M | +20.5% | -14.4% | +34.9% | +30.2% |
| YTD | -17.3% | -9.1% | -8.1% | -16.0% |
| 1Y | -43.2% | -2.2% | -41.1% | -45.7% |
| All | -29.3% | -13.6% | -15.7% | -20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling