+44.1%
TXN vs ETHA
-27.9%
+72.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.6% | +3.3% |
| 7D | +4.0% | +3.5% | +0.5% | +3.4% |
| 30D | -2.9% | +35.3% | -38.2% | -8.0% |
| 3M | -9.1% | +50.9% | -60.0% | -15.6% |
| 6M | +36.6% | +22.1% | +14.5% | +30.6% |
| YTD | +57.5% | -14.6% | +72.1% | +58.8% |
| 1Y | +49.5% | -42.8% | +92.3% | +61.2% |
| All | +44.1% | -27.9% | +72.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling