+7.3%
TFC vs ETHA
+17.9%
-10.6%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.1% |
| 7D | +2.4% | +0.8% | +1.6% | +2.4% |
| 30D | -1.3% | +27.9% | -29.2% | -1.5% |
| 3M | +6.1% | +38.3% | -32.2% | +6.1% |
| 6M | +7.3% | +14.0% | -6.6% | +9.4% |
| All | +7.3% | +17.9% | -10.6% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling