+80.5%
TSEM vs ETHA
-31.0%
+111.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.7% | -14.5% | -10.6% |
| 7D | -23.1% | +2.1% | -25.2% | -23.7% |
| 30D | -40.4% | -10.7% | -29.7% | -38.1% |
| 3M | -37.9% | +29.0% | -66.8% | -43.4% |
| 6M | -30.8% | +2.7% | -33.5% | -32.0% |
| YTD | +26.7% | -18.7% | +45.4% | +31.5% |
| 1Y | +80.5% | -24.8% | +105.3% | +92.6% |
| All | +80.5% | -31.0% | +111.5% | +92.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling