-27.0%
ETHA vs TDY
+50.8%
-77.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.2% | +2.0% | +2.3% |
| 7D | +3.5% | -1.1% | +4.6% | +4.3% |
| 30D | +35.3% | -12.0% | +47.4% | +48.1% |
| 3M | +50.9% | -3.2% | +54.1% | +51.8% |
| 6M | +22.1% | -7.9% | +30.0% | +27.7% |
| YTD | -14.6% | +18.2% | -32.8% | -29.4% |
| 1Y | -42.8% | +6.7% | -49.4% | -47.9% |
| All | -27.0% | +50.8% | -77.8% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling