+154.9%
ETR vs TXT
+15.4%
+139.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.3% |
| 7D | +2.6% | -1.1% | +3.6% | +2.7% |
| 30D | +8.7% | +17.1% | -8.4% | +5.8% |
| 3M | +6.4% | -2.6% | +9.0% | +6.6% |
| 6M | +0.7% | -4.6% | +5.3% | +1.1% |
| YTD | +23.0% | -0.3% | +23.4% | +22.5% |
| 1Y | +17.9% | +5.9% | +12.0% | +16.3% |
| 3Y | +154.9% | +14.4% | +140.5% | +138.1% |
| All | +154.9% | +15.4% | +139.5% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling