-42.1%
ETHA vs TLN
+205.0%
-247.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.1% | -5.3% | -3.8% |
| 7D | -10.3% | +22.3% | -32.6% | -15.3% |
| 30D | -19.7% | +1.2% | -20.8% | -20.3% |
| 3M | +7.2% | +5.9% | +1.3% | +4.1% |
| 6M | -11.9% | +3.2% | -15.2% | -14.7% |
| YTD | -32.3% | +3.2% | -35.5% | -35.4% |
| 1Y | -41.1% | +5.2% | -46.3% | -44.2% |
| All | -42.1% | +205.0% | -247.1% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling