+38.8%
TXN vs ETHA
-30.2%
+69.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.0% | -2.4% | +4.4% | +2.4% |
| 30D | -8.0% | +30.9% | -38.9% | -12.3% |
| 3M | -7.8% | +51.1% | -58.9% | -14.4% |
| 6M | +32.4% | +20.5% | +11.9% | +26.8% |
| YTD | +51.7% | -17.3% | +68.9% | +53.7% |
| 1Y | +44.3% | -43.2% | +87.5% | +55.7% |
| All | +38.8% | -30.2% | +69.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling