+125.2%
ETR vs TXT
+12.6%
+112.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +1.9% | -11.1% | +12.9% | +4.4% |
| 3M | +1.0% | -13.0% | +14.0% | +3.8% |
| 6M | +4.8% | -16.2% | +21.0% | +8.5% |
| YTD | +19.5% | -8.7% | +28.3% | +21.2% |
| 1Y | +28.1% | -3.8% | +31.9% | +28.2% |
| 3Y | +151.1% | +5.5% | +145.6% | +140.4% |
| 5Y | +125.2% | +12.3% | +112.9% | +108.2% |
| All | +125.2% | +12.6% | +112.6% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling