-29.2%
ETHA vs TMF
-34.6%
+5.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.6% |
| 7D | +2.9% | -0.9% | +3.8% | +3.0% |
| 30D | +31.4% | -1.0% | +32.4% | +31.4% |
| 3M | +48.9% | -11.3% | +60.2% | +50.2% |
| 6M | +20.9% | -22.7% | +43.6% | +22.8% |
| YTD | -17.2% | -17.3% | +0.2% | -16.2% |
| 1Y | -42.8% | -22.5% | -20.3% | -41.9% |
| All | -29.2% | -34.6% | +5.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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