+373.3%
ETR vs TXT
+90.9%
+282.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +1.5% | -1.1% | +2.6% | +1.7% |
| 30D | +6.6% | +13.3% | -6.6% | +3.2% |
| 3M | +4.4% | -5.1% | +9.5% | +5.5% |
| 6M | -0.3% | -7.1% | +6.8% | +1.1% |
| YTD | +23.3% | -3.2% | +26.5% | +23.2% |
| 1Y | +18.9% | +2.3% | +16.5% | +17.0% |
| 3Y | +155.5% | +11.1% | +144.4% | +141.8% |
| 5Y | +159.9% | +10.0% | +149.9% | +142.4% |
| All | +373.3% | +90.9% | +282.3% | +225.4% |
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