+86.5%
TRV vs ETHA
-27.9%
+114.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.2% | -1.2% | +2.0% |
| 7D | +1.9% | +3.5% | -1.5% | +1.9% |
| 30D | +1.7% | +35.3% | -33.6% | +1.2% |
| 3M | +23.9% | +50.9% | -27.0% | +22.9% |
| 6M | +26.3% | +22.1% | +4.2% | +25.8% |
| YTD | +30.8% | -14.6% | +45.4% | +31.6% |
| 1Y | +36.3% | -42.8% | +79.1% | +39.4% |
| All | +86.5% | -27.9% | +114.5% | +83.7% |
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