+242.7%
TPR vs ETHA
-41.7%
+284.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.1% |
| 7D | +12.1% | -10.2% | +22.3% | +13.6% |
| 30D | +16.7% | -17.0% | +33.6% | +19.6% |
| 3M | -17.4% | +9.6% | -27.0% | -19.3% |
| 6M | +2.3% | -11.3% | +13.6% | +2.9% |
| YTD | +7.1% | -30.9% | +38.0% | +11.0% |
| 1Y | +29.5% | -42.6% | +72.1% | +38.1% |
| All | +242.7% | -41.7% | +284.4% | +238.6% |
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