+6.9%
TMUS vs ETHA
-29.6%
+36.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | -0.3% | +2.7% | -2.9% | -0.2% |
| 30D | +3.1% | +29.4% | -26.2% | +3.3% |
| 3M | +2.4% | +47.2% | -44.8% | +2.7% |
| 6M | -17.1% | +25.4% | -42.5% | -17.0% |
| YTD | -9.1% | -16.5% | +7.5% | -8.8% |
| 1Y | -23.6% | -42.3% | +18.7% | -23.2% |
| All | +6.9% | -29.6% | +36.5% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling