-38.9%
ETHA vs TMF
-34.0%
-4.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -5.3% | +0.6% | -5.9% | -5.3% |
| 30D | -14.2% | +16.3% | -30.5% | -15.4% |
| 3M | +10.7% | -2.7% | +13.4% | +10.9% |
| 6M | -8.4% | -13.2% | +4.8% | -7.4% |
| YTD | -28.6% | -16.7% | -11.9% | -27.8% |
| 1Y | -38.8% | -22.7% | -16.1% | -37.8% |
| All | -38.9% | -34.0% | -4.9% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling