0.0%
TMUS vs ETHA
-44.8%
+44.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.7% |
| 7D | +4.9% | -12.5% | +17.4% | +4.7% |
| 30D | +7.7% | -19.8% | +27.5% | +7.4% |
| 3M | -6.8% | +3.1% | -9.9% | -6.9% |
| 6M | -9.7% | -13.8% | +4.1% | -10.0% |
| YTD | -15.0% | -34.6% | +19.6% | -15.0% |
| 1Y | -19.1% | -38.7% | +19.6% | -19.2% |
| All | 0.0% | -44.8% | +44.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling