-44.1%
ETHA vs TXT
-8.7%
-35.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -2.9% |
| 7D | -12.5% | +0.1% | -12.7% | -12.7% |
| 30D | -19.8% | +13.3% | -33.2% | -25.7% |
| 3M | +3.1% | -5.0% | +8.1% | +5.4% |
| 6M | -13.8% | -8.4% | -5.4% | -10.6% |
| YTD | -34.6% | -4.0% | -30.6% | -36.0% |
| 1Y | -38.7% | +2.8% | -41.5% | -43.6% |
| All | -44.1% | -8.7% | -35.4% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling