+187.3%
TPR vs ETHA
-30.1%
+217.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.2% |
| 7D | -7.3% | +2.9% | -10.2% | -7.7% |
| 30D | -30.7% | +31.4% | -62.1% | -33.8% |
| 3M | -21.6% | +48.9% | -70.5% | -26.7% |
| 6M | -21.3% | +20.9% | -42.2% | -24.3% |
| YTD | -10.2% | -17.2% | +7.0% | -9.0% |
| 1Y | +9.5% | -42.8% | +52.3% | +17.5% |
| All | +187.3% | -30.1% | +217.5% | +177.5% |
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 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