-8.6%
TEL vs ETHA
-31.0%
+22.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | -0.8% |
| 7D | -0.5% | +2.1% | -2.6% | -0.8% |
| 30D | +0.6% | -10.7% | +11.3% | +2.4% |
| 3M | +2.0% | +29.0% | -27.0% | -2.7% |
| 6M | +8.1% | +2.7% | +5.4% | +7.2% |
| YTD | -2.2% | -18.7% | +16.5% | -1.0% |
| 1Y | -8.6% | -24.8% | +16.3% | -6.4% |
| All | -8.6% | -31.0% | +22.4% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling