+6.8%
TMUS vs ETHA
-30.3%
+37.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.6% | -0.8% | -3.5% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +5.3% | +27.9% | -22.6% | +5.5% |
| 3M | +3.1% | +38.3% | -35.2% | +3.4% |
| 6M | -16.5% | +14.0% | -30.4% | -16.4% |
| YTD | -9.2% | -17.4% | +8.3% | -8.9% |
| 1Y | -26.5% | -42.7% | +16.2% | -26.1% |
| All | +6.8% | -30.3% | +37.2% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling