+25.6%
TOST vs ETHA
-30.3%
+55.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -2.4% | +27.9% | -30.3% | -7.7% |
| 3M | +34.6% | +38.3% | -3.7% | +24.6% |
| 6M | +15.2% | +14.0% | +1.2% | +10.8% |
| YTD | -4.4% | -17.4% | +13.0% | -2.8% |
| 1Y | -17.4% | -42.7% | +25.2% | -10.1% |
| All | +25.6% | -30.3% | +55.9% | +18.7% |
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 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