+45.0%
TEM vs ETHA
-27.9%
+72.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | -1.0% |
| 7D | -8.7% | +3.5% | -12.1% | -10.1% |
| 30D | +8.1% | +35.3% | -27.3% | -4.7% |
| 3M | +19.0% | +50.9% | -31.9% | -0.3% |
| 6M | +12.0% | +22.1% | -10.1% | +2.3% |
| YTD | -0.1% | -14.6% | +14.5% | +3.7% |
| 1Y | -33.5% | -42.8% | +9.3% | -19.4% |
| All | +45.0% | -27.9% | +72.9% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling