-29.4%
ETHA vs TXT
-13.7%
-15.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.4% |
| 7D | +0.8% | -4.8% | +5.6% | +3.7% |
| 30D | +27.9% | -10.6% | +38.5% | +36.1% |
| 3M | +38.3% | -13.2% | +51.5% | +49.0% |
| 6M | +14.0% | -20.3% | +34.3% | +29.8% |
| YTD | -17.4% | -9.3% | -8.2% | -16.1% |
| 1Y | -42.7% | -2.7% | -40.0% | -45.0% |
| All | -29.4% | -13.7% | -15.7% | -20.7% |
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