+25.8%
TMO vs ETHA
-44.4%
+70.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | -0.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.4% |
| 30D | +6.2% | +27.9% | -21.7% | +3.9% |
| 3M | +27.5% | +38.3% | -10.9% | +23.5% |
| 6M | +20.0% | +14.0% | +6.0% | +18.3% |
| YTD | +6.1% | -17.4% | +23.6% | +7.5% |
| 1Y | +25.8% | -42.7% | +68.5% | +32.7% |
| All | +25.8% | -44.4% | +70.2% | +32.7% |
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