-29.4%
ETHA vs TMF
-33.4%
+4.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +0.8% | -1.4% | +2.3% | +1.0% |
| 30D | +27.9% | -2.8% | +30.7% | +28.1% |
| 3M | +38.3% | -10.9% | +49.2% | +39.4% |
| 6M | +14.0% | -21.3% | +35.3% | +15.6% |
| YTD | -17.4% | -15.9% | -1.6% | -16.6% |
| 1Y | -42.7% | -15.7% | -26.9% | -42.1% |
| All | -29.4% | -33.4% | +4.0% | -28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling