-29.3%
ETHA vs TNA
+43.3%
-72.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.6% |
| 7D | -2.4% | -7.6% | +5.2% | +1.9% |
| 30D | +30.9% | -13.6% | +44.5% | +41.3% |
| 3M | +51.1% | +2.8% | +48.3% | +46.1% |
| 6M | +20.5% | +34.5% | -14.0% | -2.5% |
| YTD | -17.3% | +41.0% | -58.3% | -34.8% |
| 1Y | -43.2% | +52.0% | -95.3% | -57.3% |
| All | -29.3% | +43.3% | -72.6% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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