+19.2%
ETR vs TXG
+406.9%
-387.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.8% |
| 7D | +3.7% | -19.3% | +23.0% | +3.6% |
| 30D | +11.0% | -30.9% | +41.9% | +10.9% |
| 3M | +3.4% | +41.1% | -37.7% | +2.6% |
| 6M | -3.3% | +211.9% | -215.2% | -5.2% |
| YTD | +23.3% | +314.0% | -290.7% | +18.5% |
| 1Y | +19.2% | +405.4% | -386.2% | +12.2% |
| All | +19.2% | +406.9% | -387.7% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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