+16.2%
TFC vs ETHA
-43.4%
+59.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.6% | +1.3% |
| 7D | +2.3% | -12.5% | +14.8% | +2.6% |
| 30D | +10.8% | -19.8% | +30.6% | +11.5% |
| 3M | -3.8% | +3.1% | -6.9% | -3.8% |
| 6M | +9.6% | -13.8% | +23.4% | +11.0% |
| YTD | +5.8% | -34.6% | +40.4% | +6.6% |
| 1Y | +16.2% | -38.7% | +54.9% | +17.3% |
| All | +16.2% | -43.4% | +59.6% | +17.3% |
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