+77.2%
TGT vs ETHA
-42.6%
+119.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.1% |
| 7D | -5.2% | +3.5% | -8.7% | -5.4% |
| 30D | +1.2% | +35.3% | -34.1% | -0.8% |
| 3M | +18.4% | +50.9% | -32.5% | +15.3% |
| 6M | +33.4% | +22.1% | +11.3% | +31.7% |
| YTD | +63.8% | -14.6% | +78.4% | +65.5% |
| 1Y | +77.2% | -42.8% | +120.0% | +92.2% |
| All | +77.2% | -42.6% | +119.7% | +92.2% |
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