-28.7%
ETHA vs TENB
-23.5%
-5.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.6% |
| 7D | +2.7% | -5.0% | +7.7% | +4.2% |
| 30D | +29.4% | -7.4% | +36.7% | +31.2% |
| 3M | +47.2% | +22.3% | +24.9% | +32.5% |
| 6M | +25.4% | +60.2% | -34.8% | -0.5% |
| YTD | -16.5% | +43.2% | -59.8% | -30.5% |
| 1Y | -42.3% | +8.2% | -50.5% | -43.0% |
| All | -28.7% | -23.5% | -5.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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