+75.9%
TEM vs ETHA
-44.8%
+120.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.3% | -4.2% |
| 7D | -5.9% | -12.5% | +6.7% | -0.3% |
| 30D | +4.8% | -19.8% | +24.6% | +15.4% |
| 3M | +31.9% | +3.1% | +28.8% | +30.1% |
| 6M | +56.0% | -13.8% | +69.8% | +64.5% |
| YTD | +21.3% | -34.6% | +55.8% | +40.4% |
| 1Y | +5.4% | -38.7% | +44.1% | +24.4% |
| All | +75.9% | -44.8% | +120.7% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling