-40.2%
ETHA vs TMF
-36.6%
-3.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -14.0% | -3.4% | -10.7% | -13.8% |
| 30D | -17.4% | +11.5% | -28.9% | -18.3% |
| 3M | +10.6% | -4.5% | +15.1% | +11.0% |
| 6M | -11.2% | -15.0% | +3.7% | -10.1% |
| YTD | -30.1% | -19.9% | -10.2% | -29.0% |
| 1Y | -39.6% | -26.6% | -13.1% | -38.4% |
| All | -40.2% | -36.6% | -3.7% | -38.8% |
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