-24.7%
TMUS vs ETHA
-43.9%
+19.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -5.8% | -2.4% | -3.4% | -5.9% |
| 30D | -0.2% | +30.9% | -31.1% | +1.1% |
| 3M | -4.0% | +51.1% | -55.1% | -1.9% |
| 6M | -18.1% | +20.5% | -38.6% | -17.5% |
| YTD | -11.3% | -17.3% | +5.9% | -11.7% |
| 1Y | -24.7% | -43.2% | +18.5% | -26.1% |
| All | -24.7% | -43.9% | +19.2% | -26.1% |
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 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