+4.3%
TMUS vs ETHA
-30.2%
+34.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.8% | -2.4% | -3.4% | -5.8% |
| 30D | -0.2% | +30.9% | -31.1% | 0.0% |
| 3M | -4.0% | +51.1% | -55.1% | -3.6% |
| 6M | -18.1% | +20.5% | -38.6% | -18.1% |
| YTD | -11.3% | -17.3% | +5.9% | -11.1% |
| 1Y | -24.7% | -43.2% | +18.5% | -24.3% |
| All | +4.3% | -30.2% | +34.5% | +5.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling