-28.7%
ETHA vs TSN
-5.2%
-23.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.1% |
| 7D | +2.7% | -5.0% | +7.7% | +2.6% |
| 30D | +29.4% | -9.1% | +38.5% | +29.3% |
| 3M | +47.2% | -7.4% | +54.6% | +47.3% |
| 6M | +25.4% | -13.4% | +38.8% | +25.9% |
| YTD | -16.5% | -8.5% | -8.0% | -16.0% |
| 1Y | -42.3% | -3.2% | -39.1% | -42.3% |
| All | -28.7% | -5.2% | -23.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TSN 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling