+143.5%
ETR vs TXG
+21.5%
+122.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.7% | -3.5% | +0.9% |
| 7D | +1.4% | +9.4% | -8.0% | +1.0% |
| 30D | +1.9% | +26.1% | -24.2% | +0.6% |
| 3M | +1.0% | +124.8% | -123.8% | -3.5% |
| 6M | +4.8% | +215.2% | -210.4% | -1.9% |
| YTD | +19.5% | +302.2% | -282.7% | +10.1% |
| 1Y | +28.1% | +370.9% | -342.8% | +16.4% |
| 3Y | +151.1% | +38.5% | +112.6% | +141.0% |
| 5Y | +125.2% | -64.4% | +189.5% | +131.3% |
| All | +143.5% | +21.5% | +122.0% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling