-27.0%
ETHA vs TKO
+83.8%
-110.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | +3.5% | +2.3% | +1.1% | +2.7% |
| 30D | +35.3% | -2.5% | +37.8% | +36.0% |
| 3M | +50.9% | -10.6% | +61.5% | +55.8% |
| 6M | +22.1% | -5.1% | +27.2% | +22.9% |
| YTD | -14.6% | -8.2% | -6.4% | -13.4% |
| 1Y | -42.8% | -4.4% | -38.4% | -43.4% |
| All | -27.0% | +83.8% | -110.8% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling