-42.8%
ETHA vs TW
-14.2%
-28.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.1% |
| 7D | +3.5% | -4.5% | +7.9% | +2.7% |
| 30D | +35.3% | -2.3% | +37.6% | +34.8% |
| 3M | +50.9% | +2.6% | +48.3% | +52.1% |
| 6M | +22.1% | -17.5% | +39.7% | +19.9% |
| YTD | -14.6% | -5.3% | -9.3% | -12.6% |
| 1Y | -42.8% | -14.8% | -28.0% | -45.3% |
| All | -42.8% | -14.2% | -28.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling