-29.2%
ETHA vs TXT
-12.8%
-16.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | +2.9% | +0.8% | +2.1% | +2.5% |
| 30D | +31.4% | -10.4% | +41.8% | +39.7% |
| 3M | +48.9% | -14.3% | +63.2% | +62.1% |
| 6M | +20.9% | -15.1% | +36.0% | +31.6% |
| YTD | -17.2% | -8.3% | -8.9% | -16.4% |
| 1Y | -42.8% | -0.7% | -42.1% | -45.8% |
| All | -29.2% | -12.8% | -16.4% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling