+4,316.7%
ETR vs TXT
+2,070.1%
+2,246.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.4% | -4.8% | +6.2% | +2.3% |
| 30D | +1.0% | -10.6% | +11.6% | +2.9% |
| 3M | -1.3% | -13.2% | +11.9% | +1.0% |
| 6M | +1.9% | -20.3% | +22.2% | +5.7% |
| YTD | +18.2% | -9.3% | +27.4% | +19.7% |
| 1Y | +24.7% | -2.7% | +27.4% | +24.7% |
| 3Y | +150.7% | +1.4% | +149.3% | +146.4% |
| 5Y | +127.0% | +9.6% | +117.5% | +118.0% |
| 10Y | +295.5% | +94.9% | +200.6% | +229.4% |
| All | +4,316.7% | +2,070.1% | +2,246.7% | +2,090.9% |
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