+9.5%
TPR vs ETHA
-43.4%
+52.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.2% |
| 7D | -7.3% | +2.9% | -10.2% | -7.6% |
| 30D | -30.7% | +31.4% | -62.1% | -33.1% |
| 3M | -21.6% | +48.9% | -70.5% | -25.5% |
| 6M | -21.3% | +20.9% | -42.2% | -23.4% |
| YTD | -10.2% | -17.2% | +7.0% | -9.3% |
| 1Y | +9.5% | -42.8% | +52.3% | +21.2% |
| All | +9.5% | -43.4% | +52.9% | +21.2% |
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 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