+4,504.5%
ETR vs TXT
+2,196.3%
+2,308.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +7.0% | +13.3% | -6.3% | +4.6% |
| 3M | +4.6% | -5.0% | +9.6% | +5.3% |
| 6M | +0.1% | -8.4% | +8.5% | +1.3% |
| YTD | +23.2% | -4.0% | +27.2% | +23.3% |
| 1Y | +20.6% | +2.8% | +17.8% | +19.3% |
| 3Y | +156.3% | +10.3% | +146.0% | +148.0% |
| 5Y | +159.6% | +9.2% | +150.5% | +149.3% |
| 10Y | +377.1% | +89.6% | +287.5% | +298.4% |
| All | +4,504.5% | +2,196.3% | +2,308.1% | +2,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling