-2.9%
TLT vs ETHA
-30.1%
+27.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | 0.0% | +31.4% | -31.4% | -0.3% |
| 3M | -2.9% | +48.9% | -51.7% | -3.2% |
| 6M | -6.3% | +20.9% | -27.1% | -6.4% |
| YTD | -3.3% | -17.2% | +13.8% | -3.3% |
| 1Y | -4.2% | -42.8% | +38.6% | -4.0% |
| All | -2.9% | -30.1% | +27.2% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling