+291.6%
ETR vs TXT
+103.1%
+188.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.1% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -0.2% | -10.2% | +10.0% | +2.4% |
| 3M | -3.7% | -13.3% | +9.5% | -0.5% |
| 6M | +2.1% | -14.4% | +16.4% | +5.6% |
| YTD | +16.5% | -9.1% | +25.6% | +18.4% |
| 1Y | +22.5% | -2.2% | +24.7% | +22.2% |
| 3Y | +144.7% | +5.1% | +139.6% | +135.3% |
| 5Y | +125.2% | +12.8% | +112.4% | +108.8% |
| All | +291.6% | +103.1% | +188.5% | +175.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling