+99.7%
TXN vs ETHA
-31.0%
+130.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.0% |
| 7D | +1.0% | +2.1% | -1.1% | +0.8% |
| 30D | +6.1% | -10.7% | +16.8% | +7.4% |
| 3M | +10.4% | +29.0% | -18.6% | +7.2% |
| 6M | +12.6% | +2.7% | +9.9% | +10.6% |
| YTD | +83.5% | -18.7% | +102.1% | +85.1% |
| 1Y | +99.7% | -24.8% | +124.6% | +103.6% |
| All | +99.7% | -31.0% | +130.7% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 1y: compounded portfolio wealth divided by compounded ETHA 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…
1y analysis · Full analysis span regression · 6 months rolling