+237.0%
TPR vs ETHA
-41.0%
+278.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +6.4% | -14.0% | +20.4% | +8.6% |
| 30D | +13.8% | -17.4% | +31.1% | +16.7% |
| 3M | -16.6% | +10.6% | -27.3% | -18.6% |
| 6M | +0.7% | -11.2% | +11.9% | +1.3% |
| YTD | +5.3% | -30.1% | +35.4% | +8.9% |
| 1Y | +32.4% | -39.6% | +72.0% | +39.9% |
| All | +237.0% | -41.0% | +278.0% | +232.4% |
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