-27.0%
ETHA vs TLN
+146.7%
-173.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | +3.5% | -1.3% | +4.8% | +3.8% |
| 30D | +35.3% | -14.3% | +49.6% | +41.0% |
| 3M | +50.9% | -9.3% | +60.2% | +53.2% |
| 6M | +22.1% | -1.1% | +23.2% | +19.5% |
| YTD | -14.6% | -16.6% | +2.0% | -12.5% |
| 1Y | -42.8% | -22.0% | -20.8% | -40.2% |
| All | -27.0% | +146.7% | -173.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling