-28.7%
ETHA vs TMF
-33.5%
+4.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +29.4% | -1.8% | +31.2% | +29.5% |
| 3M | +47.2% | -8.2% | +55.4% | +48.0% |
| 6M | +25.4% | -19.5% | +44.9% | +27.1% |
| YTD | -16.5% | -16.0% | -0.6% | -15.7% |
| 1Y | -42.3% | -22.5% | -19.8% | -41.4% |
| All | -28.7% | -33.5% | +4.8% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling