-38.7%
ETHA vs TLN
+1.6%
-40.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.6% | -2.7% |
| 7D | -12.5% | +11.0% | -23.6% | -14.6% |
| 30D | -19.8% | +4.9% | -24.7% | -20.9% |
| 3M | +3.1% | +4.9% | -1.8% | +1.1% |
| 6M | -13.8% | +7.1% | -20.9% | -16.9% |
| YTD | -34.6% | +0.3% | -34.9% | -36.8% |
| 1Y | -38.7% | +5.9% | -44.6% | -41.8% |
| All | -38.7% | +1.6% | -40.3% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling