-36.6%
ETHA vs TMF
-29.5%
-7.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -2.2% |
| 7D | -10.3% | -8.2% | -2.1% | -8.6% |
| 30D | -19.7% | +5.3% | -25.0% | -21.0% |
| 3M | +7.2% | -8.5% | +15.7% | +9.6% |
| 6M | -11.9% | -17.2% | +5.2% | -8.0% |
| YTD | -32.3% | -23.4% | -8.9% | -29.2% |
| All | -36.6% | -29.5% | -7.1% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling