+243.9%
TPR vs ETHA
-39.8%
+283.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.5% | +7.0% | +3.1% |
| 7D | +12.7% | -5.3% | +18.0% | +13.4% |
| 30D | +17.1% | -14.2% | +31.2% | +19.4% |
| 3M | -15.9% | +10.7% | -26.6% | -17.9% |
| 6M | +2.6% | -8.4% | +11.0% | +2.8% |
| YTD | +7.5% | -28.6% | +36.1% | +10.8% |
| 1Y | +32.9% | -38.8% | +71.8% | +40.3% |
| All | +243.9% | -39.8% | +283.6% | +238.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling