-29.3%
ETHA vs TD
+120.0%
-149.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -2.4% | -2.6% | +0.2% | +0.2% |
| 30D | +30.9% | -1.0% | +31.9% | +31.5% |
| 3M | +51.1% | +5.6% | +45.5% | +39.8% |
| 6M | +20.5% | +27.1% | -6.6% | -12.1% |
| YTD | -17.3% | +29.4% | -46.7% | -40.6% |
| 1Y | -43.2% | +60.7% | -103.9% | -68.4% |
| All | -29.3% | +120.0% | -149.3% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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