-28.7%
ETHA vs TAP
-19.2%
-9.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.1% |
| 7D | +2.7% | -2.3% | +5.0% | +2.7% |
| 30D | +29.4% | -9.4% | +38.8% | +29.5% |
| 3M | +47.2% | -0.8% | +48.0% | +47.1% |
| 6M | +25.4% | -14.7% | +40.1% | +26.8% |
| YTD | -16.5% | -13.9% | -2.6% | -17.0% |
| 1Y | -42.3% | -18.6% | -23.7% | -42.1% |
| All | -28.7% | -19.2% | -9.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 3y: compounded portfolio wealth divided by compounded TAP 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…
3y analysis · Full analysis span regression · 6 months rolling