+82.7%
TRV vs ETHA
-30.2%
+112.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.5% | -2.4% | +0.9% | -1.4% |
| 30D | -1.8% | +30.9% | -32.7% | -2.3% |
| 3M | +21.6% | +51.1% | -29.6% | +20.6% |
| 6M | +22.5% | +20.5% | +1.9% | +22.0% |
| YTD | +28.1% | -17.3% | +45.4% | +29.0% |
| 1Y | +37.0% | -43.2% | +80.3% | +40.1% |
| All | +82.7% | -30.2% | +112.9% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling