-29.3%
ETHA vs TKO
+83.1%
-112.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +30.9% | -2.6% | +33.5% | +31.6% |
| 3M | +51.1% | -7.8% | +58.9% | +54.2% |
| 6M | +20.5% | -7.0% | +27.5% | +22.2% |
| YTD | -17.3% | -8.5% | -8.7% | -16.1% |
| 1Y | -43.2% | -1.3% | -41.9% | -44.7% |
| All | -29.3% | +83.1% | -112.4% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling