+39.5%
TEL vs ETHA
-30.1%
+69.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +1.2% | +2.9% | -1.7% | +0.8% |
| 30D | -4.1% | +31.4% | -35.5% | -8.1% |
| 3M | -2.6% | +48.9% | -51.5% | -8.5% |
| 6M | 0.0% | +20.9% | -20.9% | -3.5% |
| YTD | -9.1% | -17.2% | +8.1% | -8.2% |
| 1Y | -0.8% | -42.8% | +42.0% | +4.5% |
| All | +39.5% | -30.1% | +69.7% | +30.8% |
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