+4.4%
TMUS vs ETHA
-30.1%
+34.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.4% |
| 7D | -5.3% | +2.9% | -8.3% | -5.3% |
| 30D | +0.1% | +31.4% | -31.3% | +0.3% |
| 3M | -0.6% | +48.9% | -49.5% | -0.3% |
| 6M | -17.5% | +20.9% | -38.4% | -17.5% |
| YTD | -11.3% | -17.2% | +5.9% | -11.0% |
| 1Y | -25.4% | -42.8% | +17.4% | -25.0% |
| All | +4.4% | -30.1% | +34.5% | +5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling