-42.7%
ETHA vs TDY
+11.8%
-54.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | +0.8% | -1.8% | +2.6% | +1.9% |
| 30D | +27.9% | -10.7% | +38.6% | +36.6% |
| 3M | +38.3% | -1.3% | +39.6% | +36.6% |
| 6M | +14.0% | -10.6% | +24.5% | +21.8% |
| YTD | -17.4% | +19.6% | -37.0% | -34.2% |
| 1Y | -42.7% | +11.6% | -54.3% | -48.3% |
| All | -42.7% | +11.8% | -54.4% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling