+26.3%
TFC vs ETHA
-30.2%
+56.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -2.4% | -0.1% | -2.2% |
| 30D | -2.8% | +30.9% | -33.7% | -6.2% |
| 3M | +2.1% | +51.1% | -49.0% | -3.5% |
| 6M | +10.1% | +20.5% | -10.4% | +6.8% |
| YTD | +5.4% | -17.3% | +22.7% | +6.9% |
| 1Y | +16.3% | -43.2% | +59.6% | +24.0% |
| All | +26.3% | -30.2% | +56.5% | +18.5% |
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