+155.9%
TE vs ETHA
-30.2%
+186.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.6% | -6.7% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | -16.3% | +30.9% | -47.2% | -27.7% |
| 3M | -40.8% | +51.1% | -91.9% | -52.4% |
| 6M | -42.6% | +20.5% | -63.1% | -48.7% |
| YTD | -31.4% | -17.3% | -14.2% | -26.8% |
| 1Y | +144.9% | -43.2% | +188.2% | +204.5% |
| All | +155.9% | -30.2% | +186.1% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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