+12.9%
TGT vs ETHA
-27.9%
+40.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -0.3% |
| 7D | -5.2% | +3.5% | -8.7% | -5.6% |
| 30D | +1.2% | +35.3% | -34.1% | -2.0% |
| 3M | +18.4% | +50.9% | -32.5% | +13.0% |
| 6M | +33.4% | +22.1% | +11.3% | +29.9% |
| YTD | +63.8% | -14.6% | +78.4% | +65.0% |
| 1Y | +77.2% | -42.8% | +120.0% | +87.0% |
| All | +12.9% | -27.9% | +40.9% | +8.6% |
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