-12.6%
TOST vs ETHA
-43.8%
+31.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.2% |
| 7D | -4.7% | -10.3% | +5.6% | -3.0% |
| 30D | +8.5% | -19.7% | +28.2% | +12.2% |
| 3M | -1.6% | +7.2% | -8.8% | -3.3% |
| 6M | +44.1% | -11.9% | +56.1% | +45.5% |
| YTD | -5.6% | -32.3% | +26.7% | -6.2% |
| 1Y | -12.6% | -41.1% | +28.6% | -12.6% |
| All | -12.6% | -43.8% | +31.2% | -12.6% |
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 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