+125.2%
ETR vs TXG
-64.0%
+189.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.3% |
| 7D | -1.9% | +5.0% | -6.9% | -2.1% |
| 30D | -0.2% | +13.5% | -13.7% | -0.6% |
| 3M | -3.7% | +128.0% | -131.8% | -6.5% |
| 6M | +2.1% | +224.4% | -222.4% | -2.3% |
| YTD | +16.5% | +307.0% | -290.5% | +10.3% |
| 1Y | +22.5% | +427.2% | -404.7% | +14.7% |
| 3Y | +144.7% | +40.2% | +104.5% | +137.7% |
| 5Y | +125.2% | -64.0% | +189.2% | +98.8% |
| All | +125.2% | -64.0% | +189.3% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling