+234.6%
TPR vs ETHA
-44.8%
+279.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.3% |
| 7D | -0.3% | -12.5% | +12.2% | +1.6% |
| 30D | +15.1% | -19.8% | +34.9% | +18.6% |
| 3M | +3.5% | +3.1% | +0.4% | +2.1% |
| 6M | +0.4% | -13.8% | +14.2% | +1.4% |
| YTD | +4.6% | -34.6% | +39.2% | +9.2% |
| 1Y | +33.1% | -38.7% | +71.8% | +39.7% |
| All | +234.6% | -44.8% | +279.4% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling