+25.8%
TFC vs ETHA
-30.1%
+56.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -1.3% | +2.9% | -4.2% | -1.7% |
| 30D | -2.3% | +31.4% | -33.7% | -5.7% |
| 3M | +2.5% | +48.9% | -46.4% | -3.0% |
| 6M | +9.5% | +20.9% | -11.4% | +6.1% |
| YTD | +5.1% | -17.2% | +22.2% | +6.5% |
| 1Y | +15.5% | -42.8% | +58.3% | +22.9% |
| All | +25.8% | -30.1% | +56.0% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling