-8.9%
TOST vs ETHA
-41.3%
+32.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +4.0% | -5.3% | +9.3% | +4.9% |
| 30D | +11.1% | -14.2% | +25.2% | +13.6% |
| 3M | +0.8% | +10.7% | -9.9% | -1.5% |
| 6M | +38.8% | -8.4% | +47.2% | +39.2% |
| YTD | -2.1% | -28.6% | +26.5% | -3.5% |
| All | -8.9% | -41.3% | +32.3% | -9.5% |
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