+157.5%
TE vs ETHA
-27.9%
+185.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | -1.0% |
| 7D | +0.2% | +3.5% | -3.2% | -1.4% |
| 30D | -5.9% | +35.3% | -41.2% | -20.2% |
| 3M | -45.6% | +50.9% | -96.4% | -56.3% |
| 6M | -43.4% | +22.1% | -65.5% | -49.7% |
| YTD | -31.0% | -14.6% | -16.4% | -27.5% |
| 1Y | +145.2% | -42.8% | +188.0% | +203.7% |
| All | +157.5% | -27.9% | +185.5% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling