-40.9%
ETHA vs TMF
-36.6%
-4.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.9% |
| 7D | -10.2% | -1.1% | -9.2% | -10.1% |
| 30D | -17.0% | +11.8% | -28.8% | -17.9% |
| 3M | +9.6% | -4.0% | +13.6% | +9.9% |
| 6M | -11.3% | -16.5% | +5.2% | -10.1% |
| YTD | -30.9% | -19.9% | -11.0% | -29.9% |
| 1Y | -42.6% | -25.6% | -17.0% | -41.4% |
| All | -40.9% | -36.6% | -4.3% | -39.6% |
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 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