-29.4%
ETHA vs TAP
-15.7%
-13.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.5% | -2.6% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | +27.9% | -2.1% | +30.0% | +27.9% |
| 3M | +38.3% | +6.6% | +31.7% | +38.0% |
| 6M | +14.0% | -11.5% | +25.5% | +15.2% |
| YTD | -17.4% | -10.3% | -7.2% | -18.0% |
| 1Y | -42.7% | -14.4% | -28.3% | -42.6% |
| All | -29.4% | -15.7% | -13.7% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling