-29.3%
ETHA vs TW
-6.6%
-22.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -2.4% | -2.7% | +0.3% | -2.2% |
| 30D | +30.9% | -1.7% | +32.6% | +31.1% |
| 3M | +51.1% | +1.6% | +49.5% | +50.7% |
| 6M | +20.5% | -17.7% | +38.2% | +24.7% |
| YTD | -17.3% | -4.3% | -12.9% | -17.3% |
| 1Y | -43.2% | -13.1% | -30.1% | -41.5% |
| All | -29.3% | -6.6% | -22.6% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling