+296.9%
ETR vs TXT
+104.8%
+192.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +2.0% | -10.4% | +12.5% | +4.8% |
| 3M | -1.7% | -14.3% | +12.7% | +1.9% |
| 6M | +3.6% | -15.1% | +18.7% | +7.4% |
| YTD | +18.0% | -8.3% | +26.4% | +19.8% |
| 1Y | +26.2% | -0.7% | +26.9% | +25.5% |
| 3Y | +148.0% | +6.0% | +142.0% | +138.0% |
| 5Y | +126.1% | +12.5% | +113.5% | +109.8% |
| All | +296.9% | +104.8% | +192.1% | +178.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling