+208.7%
TPR vs ETHA
-30.3%
+239.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.5% |
| 30D | -23.0% | +27.9% | -50.9% | -26.1% |
| 3M | -12.5% | +38.3% | -50.8% | -17.3% |
| 6M | -21.4% | +14.0% | -35.4% | -23.7% |
| YTD | -3.5% | -17.4% | +13.9% | -2.2% |
| 1Y | +17.4% | -42.7% | +60.0% | +25.8% |
| All | +208.7% | -30.3% | +239.0% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling