-10.5%
TEM vs ETHA
-31.0%
+20.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.7% | -8.5% | -5.2% |
| 7D | -1.3% | +2.1% | -3.4% | -2.3% |
| 30D | -9.5% | -10.7% | +1.2% | -5.2% |
| 3M | +60.7% | +29.0% | +31.7% | +44.7% |
| 6M | +35.5% | +2.7% | +32.8% | +30.0% |
| YTD | +28.0% | -18.7% | +46.7% | +32.4% |
| 1Y | -10.5% | -24.8% | +14.3% | -6.0% |
| All | -10.5% | -31.0% | +20.5% | -6.0% |
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