+20,513.9%
ETN vs TXT
+2,083.0%
+18,430.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.5% |
| 7D | +8.0% | -0.2% | +8.3% | +8.1% |
| 30D | -5.9% | -11.1% | +5.1% | -1.4% |
| 3M | +5.0% | -13.0% | +18.0% | +10.8% |
| 6M | +22.4% | -16.2% | +38.6% | +31.3% |
| YTD | +33.6% | -8.7% | +42.4% | +38.0% |
| 1Y | +22.1% | -3.8% | +25.9% | +23.1% |
| 3Y | +85.6% | +5.5% | +80.1% | +78.4% |
| 5Y | +179.2% | +12.3% | +166.9% | +159.3% |
| 10Y | +687.3% | +97.4% | +589.9% | +459.8% |
| All | +20,513.9% | +2,083.0% | +18,430.9% | +6,482.7% |
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