+136.3%
ETR vs TXG
+27.0%
+109.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.5% |
| 7D | -1.8% | +9.5% | -11.3% | -2.3% |
| 30D | -1.8% | +18.8% | -20.5% | -2.7% |
| 3M | -3.6% | +136.1% | -139.7% | -8.1% |
| 6M | +2.6% | +235.2% | -232.6% | -4.3% |
| YTD | +16.0% | +320.5% | -304.5% | +6.6% |
| 1Y | +20.1% | +425.2% | -405.1% | +8.5% |
| 3Y | +143.6% | +42.9% | +100.7% | +133.4% |
| 5Y | +124.4% | -62.8% | +187.2% | +130.0% |
| All | +136.3% | +27.0% | +109.3% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling