-36.2%
TSCO vs ETHA
-27.9%
-8.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.8% | -1.7% |
| 7D | -5.7% | +3.5% | -9.1% | -5.8% |
| 30D | -8.8% | +35.3% | -44.1% | -10.2% |
| 3M | +6.3% | +50.9% | -44.5% | +3.9% |
| 6M | -32.3% | +22.1% | -54.4% | -33.1% |
| YTD | -32.7% | -14.6% | -18.1% | -32.4% |
| 1Y | -43.7% | -42.8% | -0.9% | -42.3% |
| All | -36.2% | -27.9% | -8.3% | -38.0% |
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