-38.7%
ETHA vs TXT
+1.6%
-40.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.3% |
| 7D | -12.5% | +0.1% | -12.7% | -12.6% |
| 30D | -19.8% | +13.3% | -33.2% | -21.2% |
| 3M | +3.1% | -5.0% | +8.1% | +4.0% |
| 6M | -13.8% | -8.4% | -5.4% | -12.2% |
| YTD | -34.6% | -4.0% | -30.6% | -35.9% |
| 1Y | -38.7% | +2.8% | -41.5% | -45.2% |
| All | -38.7% | +1.6% | -40.3% | -45.2% |
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