+253.1%
TSEM vs ETHA
-44.4%
+297.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.6% | +10.5% | +8.6% |
| 7D | +6.9% | +0.8% | +6.1% | +6.5% |
| 30D | +5.3% | +27.9% | -22.6% | -3.3% |
| 3M | -14.9% | +38.3% | -53.2% | -24.1% |
| 6M | +80.0% | +14.0% | +66.1% | +70.3% |
| YTD | +89.4% | -17.4% | +106.8% | +93.8% |
| 1Y | +253.1% | -42.7% | +295.7% | +296.7% |
| All | +253.1% | -44.4% | +297.4% | +296.7% |
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 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