-28.7%
ETHA vs TRMB
+2.8%
-31.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +2.1% |
| 7D | +2.7% | -0.3% | +3.0% | +3.0% |
| 30D | +29.4% | -1.2% | +30.6% | +30.7% |
| 3M | +47.2% | +9.6% | +37.6% | +34.3% |
| 6M | +25.4% | -16.1% | +41.5% | +45.3% |
| YTD | -16.5% | -25.0% | +8.4% | +7.2% |
| 1Y | -42.3% | -27.7% | -14.6% | -23.3% |
| All | -28.7% | +2.8% | -31.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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