-29.3%
ETHA vs TSN
-4.9%
-24.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.4% |
| 30D | +30.9% | -6.2% | +37.1% | +30.8% |
| 3M | +51.1% | -5.7% | +56.8% | +51.3% |
| 6M | +20.5% | -11.4% | +31.9% | +21.2% |
| YTD | -17.3% | -8.2% | -9.1% | -16.7% |
| 1Y | -43.2% | -2.0% | -41.2% | -43.2% |
| All | -29.3% | -4.9% | -24.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling