+26.7%
TFC vs ETHA
-44.8%
+71.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.6% | +1.6% |
| 7D | +2.3% | -12.5% | +14.8% | +3.8% |
| 30D | +10.8% | -19.8% | +30.6% | +13.6% |
| 3M | -3.8% | +3.1% | -6.9% | -4.6% |
| 6M | +9.6% | -13.8% | +23.4% | +10.9% |
| YTD | +5.8% | -34.6% | +40.4% | +10.0% |
| 1Y | +16.2% | -38.7% | +54.9% | +21.5% |
| All | +26.7% | -44.8% | +71.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling